A Mean-Field Linear-Quadratic Stochastic Stackelberg Differential Game with one Leader and Two Followers
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s11424-020-9025-z.pdf
Reference26 articles.
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3. Castanon D and Athans M, On stochastic dynamic Stackelberg strategies, Automatica, 1976, 12(2): 177–183.
4. Yong J M, A leader-follower stochastic linear quadratic differential game, SIAM Journal on Control and Optimization, 2002, 41(4): 1015–1041.
5. Bensoussan A, Chen S K, and Sethi S P, The maximum principle for global solutions of stochastic Stackelberg differential games, SIAM Journal on Control and Optimization, 2015, 53(4): 1956–1981.
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