A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers (Q2220415)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers |
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A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers (English)
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22 January 2021
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feedback representation of Stackelberg solution
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LQ optimal control
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MF-SDE
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Riccati equation
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Stackelberg differential game
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