A differential game with multi-level of hierarchy

DOI10.1016/0022-247X(91)90348-4zbMath0765.90103MaRDI QIDQ1189689

Liping Pan, Jiong-min Yong

Publication date: 27 September 1992

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

uniquenessRiccati equationclosed loop representationmulti-level linear-quaratic gameopen-loop Stackelberg strategies

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Optimal feedback synthesis (49N35) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Miscellaneous topics in calculus of variations and optimal control (49N99)

Related Items (9)

Hierarchical mean-field type control of price dynamics for electricity in smart grid ⋮ A linear quadratic optimal control problem with disturbances -- an algebraic Riccati equation and differential games approach ⋮ Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games ⋮ A linear quadratic stochastic Stackelberg differential game with time delay ⋮ Nonlinear dynamics of discrete time multi-level leader-follower games ⋮ Hierarchical structures and leadership design in mean-field-type games with polynomial cost ⋮ Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations ⋮ Existence and uniqueness of open-loop Stackelberg equilibria in linear-quadratic differential games ⋮ Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance

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