Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps
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Publication:6139965
DOI10.1007/S00245-023-10089-ZMaRDI QIDQ6139965FDOQ6139965
Authors: Fan Wu, Jie Xiong, Xin Zhang Edit this on Wikidata
Publication date: 19 January 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
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backward stochastic differential equationstochastic Riccati equationlinear-quadratic optimal controlzero-sum stochastic Stackelberg differential games
Noncooperative games (91A10) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Hierarchical games (including Stackelberg games) (91A65) Optimal stochastic control (93E20)
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