Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games

Author:

Bensoussan Alain,Chen Shaokuan,Sethi Suresh P.

Publisher

Springer International Publishing

Reference18 articles.

1. Başar, T., & Haurie, A. (1984). Feedback equilibria in differential games with structural and modal uncertainties. In J. B. Cruz Jr. (Ed.), Advances in large scale systems (p. 163). Connecticut: JAE Press Inc.

2. Başar, T., & Olsder, G. J. (1999). Dynamic noncooperative game theory. SIAM, Philadelphia PA, USA: SIAM Series in Classics in Applied Mathematics.

3. Başar, T., Bensoussan, A., & Sethi, S. P. (2010). Differential games with mixed leadership: The open-loop solution. Applied Mathematics and Computation, 217(3), 972–979.

4. Bensoussan, A., & Frehse, J. (2002). Regularity results for nonlinear elliptic systems and applications, Applied Mathematical Sciences, p. 151 (Springer).

5. Bensoussan, A., Chen, S., & Sethi, S. P. The maximum principle for stochastic global Stackelberg differential games (2012).

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