Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (Q5883152)

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scientific article; zbMATH DE number 7669357
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Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
scientific article; zbMATH DE number 7669357

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    Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (English)
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    29 March 2023
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    stochastic differential game
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    linear-quadratic
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    two-person
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    zero-sum
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    Stackelberg equilibrium
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    Nash equilibrium
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    Riccati equation
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    closed-loop representation
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