Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
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Publication:5883152
DOI10.1137/21M1450458OpenAlexW3204022810MaRDI QIDQ5883152FDOQ5883152
Authors: Jingrui Sun, Hanxiao Wang, Jiaqiang Wen 
Publication date: 29 March 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.14893
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- scientific article; zbMATH DE number 4156244
Nash equilibriumRiccati equationzero-sumStackelberg equilibriumlinear-quadraticstochastic differential gametwo-personclosed-loop representation
Differential games and control (49N70) Noncooperative games (91A10) 2-person games (91A05) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Hierarchical games (including Stackelberg games) (91A65)
Cites Work
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Cited In (16)
- Linear-quadratic zero-sum differential games for generalized state space systems
- Stochastic Optimal Design for Unknown Linear Discrete‐Time System Zero‐Sum Games in Input‐Output form Under Communication Constraints
- Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps
- Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information
- Feedback Stackelberg solutions of infinite-horizon stochastic differential games
- The maximum principle for global solutions of stochastic Stackelberg differential games
- Title not available (Why is that?)
- Zero-sum stochastic differential games of generalized McKean-Vlasov type
- Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions
- Differential inequality approach for deterministic approximation in two person zero-sum stochastic differential games
- An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games
- 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-form solution for discrete-time linear-quadratic Stackelberg games
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