Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
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Publication:2298121
DOI10.1155/2019/1798585zbMath1435.91023OpenAlexW2917518500MaRDI QIDQ2298121
Publication date: 20 February 2020
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/1798585
Hierarchical games (including Stackelberg games) (91A65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16)
Related Items (10)
Stackelberg stochastic differential game with asymmetric noisy observations ⋮ Backward-forward linear-quadratic mean-field Stackelberg games ⋮ Pareto-based Stackelberg differential game for stochastic systems with multi-followers ⋮ An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications ⋮ A Stackelberg game of backward stochastic differential equations with applications ⋮ Hierarchical structures and leadership design in mean-field-type games with polynomial cost ⋮ A nonhomogeneous mean-field linear-quadratic optimal control problem and application ⋮ Linear quadratic control of backward stochastic differential equation with partial information ⋮ Partial information stochastic differential games for backward stochastic systems driven by Lévy processes ⋮ A Stackelberg game of backward stochastic differential equations with partial information
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