Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps

DOI10.1016/j.jfranklin.2021.04.048zbMath1467.93294OpenAlexW3159497334MaRDI QIDQ2041380

Yaning Lin

Publication date: 19 July 2021

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2021.04.048

zbMATH Keywords

stochastic systemsfinite horizon linear quadratic Stackelberg gamegeneralized differential Riccati equation with Poisson jumps

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Applications of game theory (91A80) Linear-quadratic optimal control problems (49N10) Stochastic systems in control theory (general) (93E03)

Related Items (5)

Incentive feedback Stackelberg strategy for the discrete-time stochastic systems ⋮ Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps ⋮ Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps ⋮ A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time ⋮ LQ control of forward and backward stochastic difference system

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
• Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
• Maximum principle for forward-backward stochastic control system with random jumps and applications to finance
• Leader-follower stochastic differential game with asymmetric information and applications
• A maximum principle approach to stochastic \(H_2/H_\infty\) control with random jumps
• Linear quadratic nonzero-sum differential games with random jumps
• Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps
• Stackelberg strategies for stochastic systems with multiple followers
• Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon
• On the Stackelberg strategy in nonzero-sum games
• Additional aspects of the Stackelberg strategy in nonzero-sum games
• Necessary and Sufficient Condition for Two-Player Stackelberg Strategy
• STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Analytical solution for an open-loop Stackelberg game
• Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
• An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
• A Leader-Follower Stochastic Linear Quadratic Differential Game
• A New Generalized Gronwall Inequality with a Double Singularity and Its Applications to Fractional Stochastic Differential Equations
• Stackelburg solution for two-person games with biased information patterns
• Existence and uniqueness of open-loop Stackelberg equilibria in linear-quadratic differential games

This page was built for publication: Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps