The maximum principle for global solutions of stochastic Stackelberg differential games (Q5502178)

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scientific article; zbMATH DE number 6473212
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    The maximum principle for global solutions of stochastic Stackelberg differential games
    scientific article; zbMATH DE number 6473212

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      The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (English)
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      18 August 2015
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      Stackelberg differential game
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      maximum principle
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      forward-backward stochastic differential equation
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      Riccati equation
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