Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems
DOI10.1007/s00245-023-10074-6zbMath1530.49030MaRDI QIDQ6142539
Qingxin Meng, Weihai Zhang, Suya Zhang
Publication date: 4 January 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
backward stochastic differential equationsforward-backward stochastic differential equationsStackelberg gamecoupled Riccati differential equationsPrincipal-Agent problemmean-field jump-diffusionmixed stochastic \(H_{2}/H_{\infty }\) control prblemstate-feedback representation
Hierarchical games (including Stackelberg games) (91A65) Applications of optimal control and differential games (49N90) Perturbations in control/observation systems (93C73) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45) Mean field games (aspects of game theory) (91A16)
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