Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
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Publication:2298121
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Cites work
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- Optimal investment for a pension fund under inflation risk
- Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
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Cited in
(24)- Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
- Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach
- Linear quadratic leader-follower stochastic differential games: closed-loop solvability
- Partial information stochastic differential games for backward stochastic systems driven by Lévy processes
- Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
- A Stackelberg game of backward stochastic differential equations with applications
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
- A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers
- Partially observed mean-field Stackelberg stochastic differential game with two followers
- Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds
- Backward-forward linear-quadratic mean-field Stackelberg games
- Hierarchical structures and leadership design in mean-field-type games with polynomial cost
- Linear quadratic control of backward stochastic differential equation with partial information
- Linear-quadratic Pareto cooperative game for mean-field backward stochastic system
- A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
- Stackelberg stochastic differential game with asymmetric noisy observations
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application
- A Stackelberg game of backward stochastic differential equations with partial information
- Linear quadratic mean-field-game of backward stochastic differential systems
- Pareto-based Stackelberg differential game for stochastic systems with multi-followers
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