Partially observed mean-field Stackelberg stochastic differential game with two followers

DOI10.1080/00207179.2023.2248525zbMATH Open1544.91077MaRDI QIDQ6605845

Publication date: 16 September 2024

Published in: International Journal of Control (Search for Journal in Brave)

Hierarchical games (including Stackelberg games) (91A65) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16)

Cites Work

Unnamed Item
Optimal premium policy of an insurance firm: full and partial information
Stackelberg strategies in linear-quadratic stochastic differential games
Linear forward-backward stochastic differential equations
A general linear quadratic stochastic control and information value
Linear quadratic control of backward stochastic differential equation with partial information
Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
An Introduction to Optimal Control of FBSDE with Incomplete Information
A Leader-Follower Stochastic Linear Quadratic Differential Game
An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers
Stackelberg stochastic differential game with asymmetric noisy observations
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games
On the Separation Theorem of Stochastic Control
A kind of linear‐quadratic Pareto cooperative differential game with partial information

This page was built for publication: Partially observed mean-field Stackelberg stochastic differential game with two followers