An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers (Q5003631)
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scientific article; zbMATH DE number 7373845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers |
scientific article; zbMATH DE number 7373845 |
Statements
An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers (English)
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22 July 2021
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asymmetric information
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feedback representation of open-loop control
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MF-type stochastic LQ game
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optimal filtering
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Stackelberg solution
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