An ergodic Stackelberg team problem for controlled diffusions

MaRDI QIDQ4639418zbMATH OpenFDO

Authors Vivek Borkar

Publication date 9 May 2018

Full work available at URL http://www.yokohamapublishers.jp/online2/oppafa/vol2/p441.html

zbMATH Keywords

averagingsingular perturbationsergodic controlnonlinear filtercontrolled diffusionsStackelberg problem

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Hierarchical games (including Stackelberg games) (91A65) Optimal stochastic control (93E20)

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