A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time (Q6163386)
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scientific article; zbMATH DE number 7702133
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| English | A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time |
scientific article; zbMATH DE number 7702133 |
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A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time (English)
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26 June 2023
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stochastic Stackelberg differential game
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mean-field stochastic differential equation
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random exit time
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Stackelberg solution
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0.8912407755851746
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0.8674771189689636
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0.8596457839012146
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0.8506774306297302
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