A linear quadratic stochastic Stackelberg differential game with time delay

DOI10.3934/mcrf.2021035zbMath1498.91038arXiv2012.14145OpenAlexW3175221324MaRDI QIDQ2171226

Weijun Meng, Jing-Tao Shi

Publication date: 23 September 2022

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.14145

zbMATH Keywords

time delayRiccati equationlinear quadratic controlstochastic Stackelberg differential gameleader and followeropen-loop Stackelberg strategy

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Stochastic functional-differential equations (34K50) Control problems for functional-differential equations (34K35)

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Cites Work

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