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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