Stackelberg stochastic differential games in feedback information pattern with applications

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Feedback control (93B52) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45) Game theory (91Axx)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
A review of dynamic Stackelberg game models
Quality improvement vs. advertising support: which strategy works better for a manufacturer?
Leader-follower stochastic differential game with asymmetric information and applications
Equilibrium solutions in dynamic dominant-player models
On coincidence of feedback and global Stackelberg equilibria in a class of differential games
Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models
A linear quadratic stochastic Stackelberg differential game with time delay
A Stackelberg game of backward stochastic differential equations with applications
Mixed linear quadratic stochastic differential leader-follower game with input constraint
Generalized Riccati equations arising in stochastic games
On the Stackelberg strategy in nonzero-sum games
Additional aspects of the Stackelberg strategy in nonzero-sum games
Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance
On the existence of solutions to coupled matrix Riccati differential equations in linear quadratic Nash games
Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games
ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER
An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
A Leader-Follower Stochastic Linear Quadratic Differential Game
Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games
Stackelberg stochastic differential game with asymmetric noisy observations
Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games
An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach
Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information
Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games

This page was built for publication: Stackelberg stochastic differential games in feedback information pattern with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6657675)