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

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

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 solution asymmetric information optimal filtering feedback representation of open-loop control MF-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)

Related Items (9)

A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes ⋮ Stackelberg stochastic differential game with asymmetric noisy observations ⋮ Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain ⋮ A linear-quadratic partially observed Stackelberg stochastic differential game with application ⋮ Optimal linear strategy for stochastic games with one-side control-sharing information ⋮ Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps ⋮ A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time ⋮ Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information ⋮ Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model

This page was built for publication: An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers