Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506)

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scientific article; zbMATH DE number 7596509
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Stackelberg stochastic differential game with asymmetric noisy observations
scientific article; zbMATH DE number 7596509

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    Stackelberg stochastic differential game with asymmetric noisy observations (English)
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    6 October 2022
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    Stackelberg stochastic differential game
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    asymmetric noisy observation
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    open-loop Stackelberg equilibrium
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    maximum principle
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    verification theorem
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    conditional mean-field forward-backward stochastic differential equation
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