Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958)
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scientific article; zbMATH DE number 7418978
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| English | Mixed linear quadratic stochastic differential leader-follower game with input constraint |
scientific article; zbMATH DE number 7418978 |
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Mixed linear quadratic stochastic differential leader-follower game with input constraint (English)
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2 November 2021
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mixed leader-follower problem
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stochastic differential game
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input constraint
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singular control weight
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forward-backward stochastic differential equation
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0.8420329093933105
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0.8347823619842529
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0.818020224571228
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0.8126805424690247
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0.8116746544837952
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