Linear-quadratic mean field Stackelberg games with state and control delays
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Publication:5355199
DOI10.1137/15M1052937zbMATH Open1372.91021OpenAlexW2752423433MaRDI QIDQ5355199FDOQ5355199
Authors:
Publication date: 7 September 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1052937
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adjoint equationStackelberg gamesdelay systemmean field theory\(\epsilon\)-Nash equilibriumlinear-quadratic stochastic controldistributed delays in state and controlforward-backward stochastic functional differential equationspoint delays in state and control
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Games with infinitely many players (91A07) Hierarchical games (including Stackelberg games) (91A65) Optimal stochastic control (93E20)
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Cited In (23)
- Leader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approach
- Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
- Mean-field leader-follower games with terminal state constraint
- Hierarchical structures and leadership design in mean-field-type games with polynomial cost
- Exploratory LQG mean field games with entropy regularization
- A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
- Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
- Systemic risk and stochastic games with delay
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria
- Linear quadratic mean field games with a major player: the multi-scale approach
- A class of hybrid LQG mean field games with state-invariant switching and stopping strategies
- Mean field Stackelberg games: aggregation of delayed instructions
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- A linear quadratic stochastic Stackelberg differential game with time delay
- Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations
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- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Control strategies for the dynamics of large particle systems
- Stochastic control with delayed information and related nonlinear master equation
- Open-loop Stackelberg strategies in a linear-quadratic differential game with time delay
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