Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (Q5355199)

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scientific article; zbMATH DE number 6770394
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Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays
scientific article; zbMATH DE number 6770394

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    Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (English)
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    7 September 2017
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    mean field theory
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    Stackelberg games
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    delay system
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    point delays in state and control
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    distributed delays in state and control
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    \(\epsilon\)-Nash equilibrium
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    linear-quadratic stochastic control
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    adjoint equation
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    forward-backward stochastic functional differential equations
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