The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (Q5502178): Difference between revisions

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Latest revision as of 15:22, 10 July 2024

scientific article; zbMATH DE number 6473212
Language Label Description Also known as
English
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games
scientific article; zbMATH DE number 6473212

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    The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (English)
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    18 August 2015
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    Stackelberg differential game
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    maximum principle
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    forward-backward stochastic differential equation
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    Riccati equation
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