Pareto-based Stackelberg differential game for stochastic systems with multi-followers (Q2673968): Difference between revisions

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scientific article

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English	Pareto-based Stackelberg differential game for stochastic systems with multi-followers	scientific article

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scholarly article

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Pareto-based Stackelberg differential game for stochastic systems with multi-followers (English)

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Applied Mathematics and Computation

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publication date

21 September 2022

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zbMATH Keywords

cooperative game

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optimal control problem with constraint

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Pareto-based Stackelberg equilibrium

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Riccati equation

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MaRDI profile type

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full work available at URL

https://doi.org/10.1016/j.amc.2022.127512

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On the Stackelberg strategy in nonzero-sum games

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A Leader-Follower Stochastic Linear Quadratic Differential Game

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Differential games with mixed leadership: The open-loop solution

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The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games

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Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application

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Robust Stackelberg Differential Game With Model Uncertainty

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Leader-follower stochastic differential game with asymmetric information and applications

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Finite-time guaranteed cost control for Itô Stochastic Markovian jump systems with incomplete transition rates

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Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control

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Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents

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Linear quadratic control of backward stochastic differential equation with partial information

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Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems

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Finite-time \(H_2 / H_\infty\) control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps

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Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models

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Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework

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A review of dynamic Stackelberg game models

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A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers

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Stackelberg strategies for stochastic systems with multiple followers

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Necessary and Sufficient Conditions for Pareto Optimal Solutions of Cooperative Differential Games

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Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon

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Pareto Optimal Strategy for Stochastic Weakly Coupled Large Scale Systems With State Dependent System Noise

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Linear quadratic Pareto optimal control problem of stochastic singular systems

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Pareto solutions in multicriteria optimization under uncertainty

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Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.AMC.2022.127512

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Sitelinks

Mathematics(1 entry)

mardi Publication:2673968

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