Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models
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Publication:2103699
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- A Leader-Follower Stochastic Linear Quadratic Differential Game
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- Leader-follower stochastic differential game with asymmetric information and applications
- Linear quadratic mean field Stackelberg differential games
- Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems
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- Markov Chains
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- Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities
- Nonclassical control problems and Stackelberg games
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- Output feedback control of Markov jump linear systems in continuous-time
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- Stackelburg solution for two-person games with biased information patterns
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- Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
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Cited in
(9)- Linear quadratic leader-follower stochastic differential games: closed-loop solvability
- Stackelberg stochastic differential games in feedback information pattern with applications
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
- 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
- Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems
- Non-fragile \(H_\infty\) filtering for delayed discrete-time Markov jump systems: an adaptive event-triggered strategy
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps
- Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes
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