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A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications - MaRDI portal

A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications

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Publication:6352301

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DOI10.1016/j.amc.2021.126819zbMath1510.91052arXiv2010.13961MaRDI QIDQ6352301

Yueyang Zheng, Jing-Tao Shi

Publication date: 26 October 2020

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Dynamic games (91A25) Optimality conditions for problems involving randomness (49K45)

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