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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English | 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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