Stackelberg stochastic differential game with asymmetric noisy observations
DOI10.1080/00207179.2021.1916078zbMath1500.91012arXiv2007.05813OpenAlexW3156200367MaRDI QIDQ5043506
Publication date: 6 October 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.05813
maximum principleverification theoremconditional mean-field forward-backward stochastic differential equationopen-loop Stackelberg equilibriumStackelberg stochastic differential gameasymmetric noisy observation
Hierarchical games (including Stackelberg games) (91A65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
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