Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
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Publication:6589698
DOI10.1007/S00245-024-10161-2zbMATH Open1542.91023MaRDI QIDQ6589698FDOQ6589698
Authors: Zixuan Li, Jingtao Shi 
Publication date: 20 August 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
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Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Hierarchical games (including Stackelberg games) (91A65) Optimal stochastic control (93E20) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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