Feedback Stackelberg solutions of infinite-horizon stochastic differential games

DOI10.1007/978-3-319-00669-7_1MaRDI QIDQ4979397zbMATH OpenOpenAlexFDO

Authors Shaokuan Chen, Alain Bensoussan, Suresh P. Sethi

Publication date 20 June 2014

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-00669-7_1

zbMATH Keywords

Riccati equationinfinite horizonstochastic differential gamefeedback Stackelberg equilibrium

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Hierarchical games (including Stackelberg games) (91A65)

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(21)

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• A review of dynamic Stackelberg game models
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• Stackelberg game approach to mixed \(H_2/H_\infty\) problem for continuous-time system
• On coincidence of feedback Nash equilibria and Stackelberg equilibria in economic applications of differential games
• Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
• A feedback Stackelberg game of cooperative advertising in a durable goods oligopoly
• Mixed leadership stochastic differential game in feedback information pattern with applications
• Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching
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• A dynamic principal-agent problem as a feedback Stackelberg differential game
• Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon
• Stackelberg stochastic differential games in feedback information pattern with applications
• Nash and Stackelberg differential games
• Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
• Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers
• Self-consistent feedback Stackelberg equilibria for infinite horizon stochastic games
• Competing with bandit supply chains
• Dynamic cooperative advertising under manufacturer and retailer level competition
• Stackelberg solutions of feedback type for differential games with random initial data

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