Feasible solution to discrete-time linear quadratic stochastic Stackelberg difference game

DOI10.1002/ASJC.3266MaRDI QIDQ6583399zbMATH OpenFDO

Authors Qingyuan Qi, Qianqian Zhang, Yue Sun

Publication date 6 August 2024

Published in Asian Journal of Control (Search for Journal in Brave)

zbMATH Keywords

maximum principlefeasible solutionforward and backward stochastic difference equationsdiscrete-time stochastic Stackelberg game

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Cites work

• scientific article; zbMATH DE number 1734466 (Why is no real title available?)
• A Leader-Follower Stochastic Linear Quadratic Differential Game
• A Stackelberg game of backward stochastic differential equations with applications
• An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
• 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
• Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games
• Leader-follower stochastic differential game with asymmetric information and applications
• Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
• Linear quadratic mean field Stackelberg differential games
• Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
• Necessary and Sufficient Condition for Two-Player Stackelberg Strategy
• On the Stackelberg strategy in nonzero-sum games
• Stackelberg solution for a two-agent rational expectations model
• Stackelberg strategies in linear-quadratic stochastic differential games

Cited in

(1)

• Identification methods for ordinal potential differential games

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