Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps (Q2041380)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps |
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Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps (English)
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19 July 2021
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finite horizon linear quadratic Stackelberg game
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stochastic systems
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generalized differential Riccati equation with Poisson jumps
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