Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games (Q6589698)

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scientific article; zbMATH DE number 7898811
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    Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
    scientific article; zbMATH DE number 7898811

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      Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games (English)
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      20 August 2024
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      Stackelberg stochastic differential game
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      mean-field-type forward-backward stochastic differential equation
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      stochastic linear quadratic optimal control
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      Riccati equation
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      closed-loop solvability
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