Stackelberg strategies in linear-quadratic stochastic differential games (Q1145643)
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scientific article; zbMATH DE number 3696884
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| English | Stackelberg strategies in linear-quadratic stochastic differential games |
scientific article; zbMATH DE number 3696884 |
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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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