Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
From MaRDI portal
Publication:2298121
DOI10.1155/2019/1798585zbMATH Open1435.91023OpenAlexW2917518500MaRDI QIDQ2298121FDOQ2298121
Publication date: 20 February 2020
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/1798585
Recommendations
- A Stackelberg game of backward stochastic differential equations with applications
- A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers
- A Stackelberg game of backward stochastic differential equations with partial information
- A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic games, stochastic differential games (91A15) Hierarchical games (including Stackelberg games) (91A65) Optimal stochastic control (93E20) Mean field games (aspects of game theory) (91A16)
Cites Work
- Mean field games
- Forward-backward stochastic differential equations and their applications
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- A survey of dynamical games in economics.
- Stochastic Differential Utility
- Title not available (Why is that?)
- Title not available (Why is that?)
- Backward Stochastic Differential Equations in Finance
- Title not available (Why is that?)
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Mean field games and mean field type control theory
- Adapted solution of a backward stochastic differential equation
- Linear-quadratic control of backward stochastic differential equations
- Title not available (Why is that?)
- Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
- Nash equilibrium strategies for a defined contribution pension management
- Mean-field backward stochastic differential equations: A limit approach
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
- A partial information non-zero sum differential game of backward stochastic differential equations with applications
- A maximum principle for partial information backward stochastic control problems with applications
- A Leader-Follower Stochastic Linear Quadratic Differential Game
- Optimal investment for a pension fund under inflation risk
- The maximum principle for global solutions of stochastic Stackelberg differential games
- Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
- A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications
- Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
- Linear quadratic mean-field-game of backward stochastic differential systems
- Leader-follower stochastic differential game with asymmetric information and applications
- Stackelberg strategies in linear-quadratic stochastic differential games
Cited In (24)
- Stackelberg stochastic differential game with asymmetric noisy observations
- Pareto-based Stackelberg differential game for stochastic systems with multi-followers
- Partial information stochastic differential games for backward stochastic systems driven by Lévy processes
- Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach
- Hierarchical structures and leadership design in mean-field-type games with polynomial cost
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds
- A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
- Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
- Linear quadratic leader-follower stochastic differential games: closed-loop solvability
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application
- Linear-quadratic Pareto cooperative game for mean-field backward stochastic system
- Linear quadratic mean-field-game of backward stochastic differential systems
- Backward-forward linear-quadratic mean-field Stackelberg games
- Partially observed mean-field Stackelberg stochastic differential game with two followers
- A Stackelberg game of backward stochastic differential equations with applications
- Linear quadratic control of backward stochastic differential equation with partial information
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
- A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers
- A Stackelberg game of backward stochastic differential equations with partial information
- Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions
- 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 Stackelberg game for mean-field backward stochastic differential system and application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2298121)
