LQG Differential Stackelberg Game Under Nested Observation Information Patterns

DOI10.1109/TAC.2022.3217268arXiv2206.02699OpenAlexW4313032874MaRDI QIDQ6046769

Zhi-Peng Li, Damián Edgardo Marelli, Huan-Shui Zhang, Fu, Minyue

Publication date: 6 October 2023

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

Full work available at URL: https://arxiv.org/abs/2206.02699

zbMATH Keywords

Kalman filterseparation principlebackward stochastic differential equations (BSDEs)differential Stackelberg gamelinear quadratic Gaussian (LQG) optimal control

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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