Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games
Author:
Funder
National Key Research & Development Program of China
National Natural Science Foundations of China
Natural Science Foundation of Shandong Province
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00245-024-10161-2.pdf
Reference44 articles.
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3. Bensoussan, A., Chen, S., Sethi, S.P.: The maximum principle for global solutions of stochastic Stackelberg differential games. SIAM J. Control. Optim. 53(4), 1956–1981 (2015)
4. Castanon, D., Athans, M.: On stochastic dynamic Stackelberg strategies. Automatica 12(2), 177–183 (1976)
5. Du, K., Wu, Z.: Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application. Math. Prob. Eng. 2019, 1798585 (2019)
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