Infinite horizon Stackelberg differential games with random coefficients under control input constraint
DOI10.1080/00207179.2022.2140312OpenAlexW4307644060MaRDI QIDQ6130791
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Publication date: 3 April 2024
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2022.2140312
LQ problemforward-backward stochastic differential equationStackelberg differential gamesinfinite horizon optimal control problembackward stochastic Riccati equations
Hierarchical games (including Stackelberg games) (91A65) Differential games and control (49N70) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
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