A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers
DOI10.1007/s11424-020-9025-zzbMath1455.91041OpenAlexW3096412478MaRDI QIDQ2220415
Publication date: 22 January 2021
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-020-9025-z
Riccati equationLQ optimal controlStackelberg differential gamefeedback representation of Stackelberg solutionMF-SDE
Hierarchical games (including Stackelberg games) (91A65) Differential games and control (49N70) Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
Related Items (4)
Cites Work
- Unnamed Item
- Unnamed Item
- A review of dynamic Stackelberg game models
- Differential games with mixed leadership: The open-loop solution
- A general stochastic maximum principle for SDEs of mean-field type
- Leader-follower stochastic differential game with asymmetric information and applications
- On stochastic dynamic Stackelberg strategies
- Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
- Backward-forward linear-quadratic mean-field games with major and minor agents
- On the Stackelberg strategy in nonzero-sum games
- Linear-Quadratic Control of Backward Stochastic Differential Equations
- Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
- Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
- Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games
- Singular mean-field control games
- An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
- A Leader-Follower Stochastic Linear Quadratic Differential Game
- On Linear-Quadratic Stackelberg Games With Time Preference Rates
- The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games
This page was built for publication: A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers