Leader-follower stochastic differential game with asymmetric information and applications (Q901174)
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scientific article
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| 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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0.9046611189842224
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0.8976504802703857
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0.8881847262382507
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0.8551670908927917
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0.8431907892227173
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