Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091)

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scientific article; zbMATH DE number 7535625
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Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach
scientific article; zbMATH DE number 7535625

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    Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (English)
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    1 June 2022
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    backward stochastic differential equation
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    Karush-Kuhn-Tucker system
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    pointwise and affine constraints
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    Stackelberg game
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    backward linear-quadratic control
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    terminal perturbation
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