Leader-follower stochastic differential game with asymmetric information and applications (Q901174)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leader-follower stochastic differential game with asymmetric information and applications |
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Leader-follower stochastic differential game with asymmetric information and applications (English)
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23 December 2015
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leader-follower stochastic differential game
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asymmetric information
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filtering
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conditional mean-field forward-backward stochastic differential equation
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partial information linear-quadratic control
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open-loop Stackelberg equilibrium
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