Stackelberg strategies in linear-quadratic stochastic differential games
DOI10.1007/BF00934911zbMATH Open0445.90114OpenAlexW2054973458MaRDI QIDQ1145643FDOQ1145643
Authors: Tamer Başar, Arunabha Bagchi 
Publication date: 1981
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00934911
algorithmsexistenceuniquenessincomplete informationnoisy measurementsStackelberg solutionnumerical aspectsStackelberg strategiesasymmetric information patternscalculation of solutionslinear state dynamicslinear-quadratic stochastic differential gamesnonzero- sum gamesquadratic objective functionalstwo-player stochastic differential games
Numerical mathematical programming methods (65K05) Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)
Cites Work
Cited In (20)
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