Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models
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Cited in
(17)- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
- Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps
- Non-fragile \(H_\infty\) filtering for delayed discrete-time Markov jump systems: an adaptive event-triggered strategy
- Linear quadratic leader-follower stochastic differential games: closed-loop solvability
- Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process
- Transfer entropy on collective motion with undeclared loose leader-follower (LLF) structure
- Stackelberg stochastic differential games in feedback information pattern with applications
- Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes
- A conditional mean-field type stochastic differential game of hybrid switching diffusions systems with delay and its applications
- Long-time behavior of zero-sum linear-quadratic stochastic differential games
- Infinite horizon linear-quadratic leader-follower stochastic differential games for regime switching diffusions
- Stackelberg game approach to mixed stochastic H₂ / H_ control for mean-field jump-diffusions systems with Markovian switching
- Linear-quadratic stochastic teams and zero-sum differential games for jump-diffusion systems with Markovian-switching coefficients under partial observations
- Stackelberg-Nash solution to the mean-field stochastic difference game with two followers
- Two-player LQ Stackelberg difference game with open-loop strategy under stochastic discrete-time dynamics in finite horizon
- Pareto-based Stackelberg solutions for the mean-field type discrete-time stochastic systems with cooperative followers
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