Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems (Q5858099)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7332062
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems |
scientific article; zbMATH DE number 7332062 |
Statements
Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems (English)
0 references
9 April 2021
0 references
leader-follower Stackelberg game
0 references
linear-quadratic control for jump diffusions
0 references
forward-backward stochastic differential equation with jump diffusions
0 references
stochastic Riccati differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9587194919586182
0 references
0.9376264214515686
0 references
0.8973400592803955
0 references
0.8768840432167053
0 references
0.874650776386261
0 references
