Linear quadratic leader-follower stochastic differential games: closed-loop solvability (Q6594926)
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scientific article; zbMATH DE number 7903274
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| English | Linear quadratic leader-follower stochastic differential games: closed-loop solvability |
scientific article; zbMATH DE number 7903274 |
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Linear quadratic leader-follower stochastic differential games: closed-loop solvability (English)
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29 August 2024
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backward stochastic differential equation
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closed-loop solvability
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leader-follower stochastic differential game
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linear quadratic control
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Riccati equation
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Stackelberg equilibrium
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0.9301598072052002
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0.9274541735649108
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0.8579031229019165
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