Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays
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Publication:5355199
DOI10.1137/15M1052937zbMath1372.91021OpenAlexW2752423433MaRDI QIDQ5355199
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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
delay systemadjoint equationStackelberg gamesmean field theory\(\epsilon\)-Nash equilibriumlinear-quadratic stochastic controldistributed delays in state and controlforward-backward stochastic functional differential equationspoint delays in state and control
Hierarchical games (including Stackelberg games) (91A65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50)
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