Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290)

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Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents
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    Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (English)
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    19 October 2021
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    forward-backward-stochastic-differential-equations (FBSDE)
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    leader-follower game
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    major-minor (MM) game
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    mean-field game (MFG)
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    open-loop (OL) strategy
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    Stackelberg-Nash-Cournot (SNC) approximate equilibrium
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