A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers

DOI10.1007/s11424-020-9025-zzbMath1455.91041OpenAlexW3096412478MaRDI QIDQ2220415

Guangchen Wang, Susu Zhang

Publication date: 22 January 2021

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-020-9025-z

zbMATH Keywords

Riccati equationLQ optimal controlStackelberg differential gamefeedback representation of Stackelberg solutionMF-SDE

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Differential games and control (49N70) Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

Related Items (4)

Resource allocation based on DEA and non-cooperative game ⋮ Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain ⋮ Pareto-based Stackelberg differential game for stochastic systems with multi-followers ⋮ A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time

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