Stochastic linear quadratic Stackelberg differential game with overlapping information (Q5854375)

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scientific article; zbMATH DE number 7323745
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    Stochastic linear quadratic Stackelberg differential game with overlapping information
    scientific article; zbMATH DE number 7323745

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      Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (English)
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      17 March 2021
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      Stackelberg differential game
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      stochastic linear quadratic optimal control
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      overlapping information
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      maximum principle
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      stochastic filtering
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