Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290)
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| English | 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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0.880562961101532
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0.8447272777557373
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0.8399261832237244
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0.8295004963874817
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