Linear quadratic mean field Stackelberg differential games
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Publication:1716526
DOI10.1016/j.automatica.2018.08.008zbMath1420.91021OpenAlexW2888559564WikidataQ129348189 ScholiaQ129348189MaRDI QIDQ1716526
Publication date: 5 February 2019
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2018.08.008
stochastic optimal controlforward-backward stochastic differential equationsmean field theoryStackelberg and Nash games
Noncooperative games (91A10) Hierarchical games (including Stackelberg games) (91A65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
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