Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions

DOI10.1016/j.automatica.2023.111072zbMath1520.91087arXiv2208.00347MaRDI QIDQ6175599

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Publication date: 24 July 2023

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.00347

zbMATH Keywords

Markov chainRiccati equationmean-field interactionlinear quadratic problemleader-follower game

Mathematics Subject Classification ID

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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