A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356)

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scientific article; zbMATH DE number 7483713
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    A linear-quadratic partially observed Stackelberg stochastic differential game with application
    scientific article; zbMATH DE number 7483713

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      A linear-quadratic partially observed Stackelberg stochastic differential game with application (English)
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      3 March 2022
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      leader-follower stochastic differential game
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      partial observation
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      linear-quadratic control
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      state decomposition
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      backward separation
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      stochastic filtering
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      Stackelberg equilibrium
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