Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps

DOI10.1007/s00245-023-10089-zMaRDI QIDQ6139965

Jie Xiong, Fan Wu, Xin Zhang

Publication date: 19 January 2024

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

linear-quadratic optimal controlbackward stochastic differential equationstochastic Riccati equationzero-sum stochastic Stackelberg differential games

Mathematics Subject Classification ID

Noncooperative games (91A10) Hierarchical games (including Stackelberg games) (91A65) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)

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