Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed linear quadratic stochastic differential leader-follower game with input constraint |
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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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