Zero-Sum Stochastic Linear-Quadratic Stackelberg Differential Games with Jumps
Author:
Funder
National Natural Science Foundation of China
Fundamental Research Funds for the Central Universities
National Key R &D Program of China
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s00245-023-10089-z.pdf
Reference39 articles.
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3. Chen, L., Shen, Y.: On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. ASTIN Bull. 48(2), 905–960 (2018)
4. Chen, S., Yong, J.: Stochastic linear quadratic optimal control problems. Appl. Math. Optim. 43(1), 21–45 (2001)
5. Chen, S., Li, X., Zhou, X.Y.: Stochastic linear quadratic regulators with indefinite control weight costs. SIAM J. Control Optim. 36(5), 1685–1702 (1998)
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