Stackelberg strategies in linear-quadratic stochastic differential games (Q1145643): Difference between revisions

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Property / cites work: Stackelburg solution for two-person games with biased information patterns / rank
 
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Property / cites work: Leader-follower strategies for multilevel systems / rank
 
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Property / cites work: On stochastic dynamic Stackelberg strategies / rank
 
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Latest revision as of 09:20, 30 July 2024

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Stackelberg strategies in linear-quadratic stochastic differential games
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    Stackelberg strategies in linear-quadratic stochastic differential games (English)
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    1981
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    Stackelberg strategies
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    linear-quadratic stochastic differential games
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    incomplete information
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    asymmetric information patterns
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    calculation of solutions
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    two-player stochastic differential games
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    linear state dynamics
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    quadratic objective functionals
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    noisy measurements
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    existence
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    uniqueness
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    Stackelberg solution
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    numerical aspects
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    algorithms
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    nonzero- sum games
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