Stackelberg stochastic differential game with asymmetric noisy observations

DOI10.1080/00207179.2021.1916078zbMath1500.91012arXiv2007.05813OpenAlexW3156200367MaRDI QIDQ5043506

Yueyang Zheng, Jing-Tao Shi

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

zbMATH Keywords

maximum principleverification theoremconditional mean-field forward-backward stochastic differential equationopen-loop Stackelberg equilibriumStackelberg stochastic differential gameasymmetric noisy observation

Mathematics Subject Classification ID

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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