A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
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Publication:6337883
arXiv2004.00653MaRDI QIDQ6337883
Publication date: 1 April 2020
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
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