Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
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Publication:5883152
DOI10.1137/21M1450458OpenAlexW3204022810MaRDI QIDQ5883152
Hanxiao Wang, Jiaqiang Wen, Jingrui Sun
Publication date: 29 March 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.14893
Stackelberg equilibriumNash equilibriumRiccati equationstochastic differential gamezero-sumlinear-quadratictwo-personclosed-loop representation
Noncooperative games (91A10) Hierarchical games (including Stackelberg games) (91A65) Differential games and control (49N70) 2-person games (91A05) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
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