Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games
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Cites work
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- Leader-follower stochastic differential game with asymmetric information and applications
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Cited in
(38)- Backward-forward SDE's and stochastic differential games
- A Stackelberg game of backward stochastic differential equations with partial information
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models
- On forward-backward stochastic differential equations in a domination-monotonicity framework
- Hierarchical mean-field type control of price dynamics for electricity in smart grid
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays
- A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers
- A Stackelberg game of backward stochastic differential equations with applications
- Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
- Global solutions of stochastic Stackelberg differential games under convex control constraint
- An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations
- A linear-quadratic partially observed Stackelberg stochastic differential game with application
- The dynamic programming method of stochastic differential game for functional forward-backward stochastic system
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Stackelberg stochastic differential game with asymmetric noisy observations
- Stochastic linear quadratic Stackelberg differential game with overlapping information
- Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
- \(L^p\)-estimate for linear forward-backward stochastic differential equations
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps
- Continuous-time incentives in hierarchies
- Mixed leadership stochastic differential game in feedback information pattern with applications
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
- Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems
- Feasible solution to discrete-time linear quadratic stochastic Stackelberg difference game
- Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
- Linear quadratic leader-follower stochastic differential games: closed-loop solvability
- Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion
- Stackelberg stochastic differential games in feedback information pattern with applications
- Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes
- Closed-loop equilibria for Stackelberg games: a story about stochastic targets
- Probabilistic interpretation for a system of quasilinear parabolic partial differential-algebraic equations: the classical solution
- Three-level multi-leader-follower incentive Stackelberg differential game with H_ constraint
- Fully coupled nonlinear FBSEs: solvability and LQ control insights
- Pareto-based Stackelberg solutions for the mean-field type discrete-time stochastic systems with cooperative followers
- Optimal control of a class of fully coupled forward-backward stochastic partial differential equations
- Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games
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