A linear-quadratic partially observed Stackelberg stochastic differential game with application
DOI10.1016/J.AMC.2021.126819OpenAlexW4200614756MaRDI QIDQ2668356FDOQ2668356
Publication date: 3 March 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.13961
stochastic filteringlinear-quadratic controlpartial observationStackelberg equilibriumleader-follower stochastic differential gamestate decompositionbackward separation
Differential games and control (49N70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)
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Cited In (8)
- A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications
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- Incentive feedback Stackelberg strategy in mean-field type stochastic difference games
- Mixed leadership stochastic differential game in feedback information pattern with applications
- Present-biased lobbyists in linear-quadratic stochastic differential games
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- Adaptive dynamic programming for a nonlinear two-player non-zero-sum differential game with state and input constraints
- Robust control for multiplayer nonzero-sum differential games with switching topology and input delay
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