Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations (Q2236593)
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scientific article; zbMATH DE number 7413729
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| English | Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations |
scientific article; zbMATH DE number 7413729 |
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Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations (English)
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25 October 2021
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Stackelberg game
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forward-backward stochastic differential equation
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stochastic optimal control
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linear-quadratic problem
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Poisson process
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0.9130662083625792
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0.8929176330566406
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0.8740073442459106
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0.8679158687591553
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