An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game

DOI10.1109/TAC.2018.2814959zbMath1425.91042OpenAlexW2789626140MaRDI QIDQ4614009

Weihai Zhang, Yaning Lin, Xiushan Jiang

Publication date: 28 January 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2814959

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15)

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