Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599)
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scientific article; zbMATH DE number 7716071
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| English | Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions |
scientific article; zbMATH DE number 7716071 |
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Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (English)
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24 July 2023
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leader-follower game
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linear quadratic problem
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Markov chain
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mean-field interaction
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Riccati equation
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0.90559983253479
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0.893990695476532
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0.8850154876708984
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0.8769477009773254
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0.8768840432167053
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