A linear-quadratic partially observed Stackelberg stochastic differential game with application
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Publication:2668356
DOI10.1016/J.AMC.2021.126819OpenAlexW4200614756MaRDI QIDQ2668356FDOQ2668356
Authors: Yueyang Zheng, Jingtao Shi 
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
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- scientific article; zbMATH DE number 4156244
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 (20)
- Partially-observed bilinear nonzero-sum stochastic differential game with affine-quadratic discounted payoff and application to competitive advertising
- Stackelberg stochastic differential game with asymmetric noisy observations
- Title not available (Why is that?)
- A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications
- Title not available (Why is that?)
- Incentive feedback Stackelberg strategy in mean-field type stochastic difference games
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance
- Partially observed mean-field Stackelberg stochastic differential game with two followers
- Mixed leadership stochastic differential game in feedback information pattern with applications
- Present-biased lobbyists in linear-quadratic stochastic differential games
- An asymmetric information mean-field type linear-quadratic stochastic Stackelberg differential game with one leader and two followers
- Leader-follower stochastic differential game with asymmetric information and applications
- Stochastic linear quadratic Stackelberg differential game with overlapping information
- A Stackelberg game of backward stochastic differential equations with partial information
- Linear quadratic Gaussian Stackelberg game under asymmetric information patterns
- Stackelberg stochastic differential games in feedback information pattern with applications
- The Generalized Stackelberg Equilibrium of the Two-Person Stopping Game
- Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes
- 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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