Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
DOI10.1007/S11425-019-1677-5zbMATH Open1481.60112OpenAlexW3185692944WikidataQ115378035 ScholiaQ115378035MaRDI QIDQ2236593FDOQ2236593
Authors: Yanyan Li 
Publication date: 25 October 2021
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-019-1677-5
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Poisson processforward-backward stochastic differential equationstochastic optimal controlStackelberg gamelinear-quadratic problem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hierarchical games (including Stackelberg games) (91A65) Optimal stochastic control (93E20)
Cites Work
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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
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