Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
From MaRDI portal
Publication:2236593
Recommendations
- Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games
- Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems
- Linear quadratic stochastic Stackelberg games for discrete-time Markov jump systems
- Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
Cites work
- scientific article; zbMATH DE number 1243371 (Why is no real title available?)
- scientific article; zbMATH DE number 7005721 (Why is no real title available?)
- scientific article; zbMATH DE number 7618596 (Why is no real title available?)
- A Leader-Follower Stochastic Linear Quadratic Differential Game
- A differential game with multi-level of hierarchy
- Applied stochastic control of jump diffusions
- Closed-loop Stackelberg strategies with applications in the optimal control of multilevel systems
- Financial Modelling with Jump Processes
- Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
- Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games
- Forward-backward stochastic differential equations and quasilinear parabolic PDEs
- Forward-backward stochastic differential equations and their applications
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- Leader-follower stochastic differential game with asymmetric information and applications
- Linear-quadratic mean field Stackelberg games with state and control delays
- On well-posedness of forward-backward SDEs -- a unified approach
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps
- Solution of forward-backward stochastic differential equations
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- Stochastic linear quadratic Stackelberg differential game with overlapping information
- The maximum principle for global solutions of stochastic Stackelberg differential games
Cited in
(10)- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps
- Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach
- Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions
- A Stackelberg game of backward stochastic differential equations with applications
- Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
- Some linear-quadratic stochastic differential games driven by state dependent Gauss-Volterra processes
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
- Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
This page was built for publication: Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2236593)
