Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions

DOI10.1109/TAC.2020.2979128OpenAlexW3009228455MaRDI QIDQ5854016

Publication date: 12 March 2021

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.04110

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (5)

Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems ⋮ Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games ⋮ Robust time-inconsistent stochastic linear-quadratic control with drift disturbance ⋮ Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems ⋮ Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models

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