Feasible solution to discrete-time linear quadratic stochastic Stackelberg difference game
From MaRDI portal
Publication:6583399
DOI10.1002/ASJC.3266MaRDI QIDQ6583399FDOQ6583399
Yue Sun, Qianqian Zhang, Qingyuan Qi
Publication date: 6 August 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
maximum principlefeasible solutionforward and backward stochastic difference equationsdiscrete-time stochastic Stackelberg game
Cites Work
- A Stackelberg game of backward stochastic differential equations with applications
- Title not available (Why is that?)
- Closed-loop Stackelberg strategies with applications in the optimal control of multilevel systems
- Existence and uniqueness of open-loop Stackelberg equilibria in linear-quadratic differential games
- On the Stackelberg strategy in nonzero-sum games
- Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games
- A Leader-Follower Stochastic Linear Quadratic Differential Game
- Necessary and Sufficient Condition for Two-Player Stackelberg Strategy
- Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
- Linear quadratic mean field Stackelberg differential games
- Leader-follower stochastic differential game with asymmetric information and applications
- Stackelberg strategies in linear-quadratic stochastic differential games
- An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
- Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
- Stackelberg solution for a two-agent rational expectations model
This page was built for publication: Feasible solution to discrete-time linear quadratic stochastic Stackelberg difference game
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6583399)
