A Leader-Follower Stochastic Linear Quadratic Differential Game (Q4785671)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Leader-Follower Stochastic Linear Quadratic Differential Game |
scientific article; zbMATH DE number 1848486
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Leader-Follower Stochastic Linear Quadratic Differential Game |
scientific article; zbMATH DE number 1848486 |
Statements
A Leader-Follower Stochastic Linear Quadratic Differential Game (English)
0 references
5 January 2003
0 references
leader-follower stochastic differential game
0 references
linear-quadratic control problem
0 references
FBSDE
0 references
stochastic Riccati equation
0 references
controlled diffusion
0 references
forward-backward SDE
0 references
0.95785755
0 references
0.9552583
0 references
0.9437833
0 references
0.92650604
0 references
0.9085638
0 references
0.8982888
0 references
0.8954409
0 references
