Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games
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Publication:4979397
DOI10.1007/978-3-319-00669-7_1zbMath1296.91063OpenAlexW1601225519MaRDI QIDQ4979397
Shaokuan Chen, Alain Bensoussan, Suresh P. Sethi
Publication date: 20 June 2014
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-00669-7_1
Hierarchical games (including Stackelberg games) (91A65) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
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