Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
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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
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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)
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Cited In (16)
- 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
- Hierarchical structures and leadership design in mean-field-type games with polynomial cost
- 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
- 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 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
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