Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems |
scientific article |
Statements
Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (English)
0 references
29 March 2022
0 references
mean-field stochastic systems with jump diffusions
0 references
Stackelberg game
0 references
mean-field type LQ control
0 references
integro-Riccati differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
