Stackelberg strategies in linear-quadratic stochastic differential games
type: Item
instance of: scholarly article
title: Stackelberg strategies in linear-quadratic stochastic differential games
zbMATH Open document ID: 0445.90114
DOI: 10.1007/BF00934911
author: Tamer Başar
author: Arunabha Bagchi
published in: Journal of Optimization Theory and Applications
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 3696884
zbMATH Keywords: Stackelberg strategies
zbMATH Keywords: linear-quadratic stochastic differential games
zbMATH Keywords: incomplete information
zbMATH Keywords: asymmetric information patterns
zbMATH Keywords: calculation of solutions
zbMATH Keywords: two-player stochastic differential games
zbMATH Keywords: linear state dynamics
zbMATH Keywords: quadratic objective functionals
zbMATH Keywords: noisy measurements
zbMATH Keywords: existence
zbMATH Keywords: uniqueness
zbMATH Keywords: Stackelberg solution
zbMATH Keywords: numerical aspects
zbMATH Keywords: algorithms
zbMATH Keywords: nonzero- sum games
MaRDI profile type: Publication
cites work: Stackelburg solution for two-person games with biased information patterns
cites work: On the Stackelberg strategy in nonzero-sum games
cites work: Leader-follower strategies for multilevel systems
cites work: On stochastic dynamic Stackelberg strategies
cites work: Q5521110
full work available at URL: https://doi.org/10.1007/bf00934911
OpenAlex ID: W2054973458
description: scientific article; zbMATH DE number 3696884