Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
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Publication:5883152
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Cited in
(16)- Closed-form solution for discrete-time linear-quadratic Stackelberg games
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- Stackelberg stochastic differential games in feedback information pattern with applications
- scientific article; zbMATH DE number 1842040 (Why is no real title available?)
- Zero-sum stochastic differential games of generalized McKean-Vlasov type
- Feedback Stackelberg solutions of infinite-horizon stochastic differential games
- Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions
- The maximum principle for global solutions of stochastic Stackelberg differential games
- Linear-quadratic zero-sum differential games for generalized state space systems
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps
- 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 two-person differential game: Nash game versus Stackelberg game, local information versus global information
- Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes
- An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games
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