Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
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Cites work
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- A Leader-Follower Stochastic Linear Quadratic Differential Game
- A Stackelberg game of backward stochastic differential equations with applications
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- An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
- An asymmetric information mean-field type linear-quadratic stochastic Stackelberg differential game with one leader and two followers
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- Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games
- Leader-follower stochastic differential game with asymmetric information and applications
- Linear quadratic leader-follower stochastic differential games: closed-loop solvability
- Linear quadratic mean field Stackelberg differential games
- Linear quadratic stochastic differential games: open-loop and closed-loop saddle points
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
- Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions
- Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
- Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
- Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
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- On stochastic dynamic Stackelberg strategies
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- Robust Stackelberg Differential Game With Model Uncertainty
- Solvability for indefinite mean-field stochastic linear quadratic optimal control with random jumps and its applications
- Stackelberg strategies for stochastic systems with multiple followers
- Stackelberg strategies in linear-quadratic stochastic differential games
- Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
- Stochastic linear quadratic Stackelberg differential game with overlapping information
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- Stochastic linear-quadratic optimal control theory: differential games and mean-field problems
- Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions
- The maximum principle for global solutions of stochastic Stackelberg differential games
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
Cited in
(4)- Linear quadratic leader-follower stochastic differential games: closed-loop solvability
- Closed-loop equilibria for Stackelberg games: a story about stochastic targets
- Three-level multi-leader-follower incentive Stackelberg differential game with H_ constraint
- Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes
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