An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers

DOI10.1002/oca.2585zbMath1469.91011OpenAlexW3008894944MaRDI QIDQ5003631

Susu Zhang, Guangchen Wang, Yu Wang

Publication date: 22 July 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2585

zbMATH Keywords

Stackelberg solutionasymmetric informationoptimal filteringfeedback representation of open-loop controlMF-type stochastic LQ game

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

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