Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise

MaRDI QIDQ6533377arXivFDO

Authors Yu Si, Jingtao Shi

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

This page was built for publication: Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6533377)