标题:A New Kind of Linear-Quadratic Leader-Follower Stochastic Differential Game
作者:Shi, Jingtao; Wang, Guangchen
作者机构:[Shi, Jingtao] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Wang, Guangchen] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peopl 更多
会议名称:10th IFAC Symposium on Nonlinear Control Systems (NOLCOS)
会议日期:AUG 23-25, 2016
来源:IFAC PAPERSONLINE
出版年:2016
卷:49
期:18
页码:316-320
DOI:10.1016/j.ifacol.2016.10.184
关键词:leader-follower stochastic differential game; linear-quadratic control;; asymmetric information; filtering; feedback Stackelberg equilibrium
摘要:This paper studies a kind of linear-quadratic leader-follower stochastic differential game, where we assume that the leader's information is a sub-sigma-algebra of the follower's. By the maximum principle and stochastic filtering, the feedback Stackelberg equilibrium is derived. (C) 2016, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
收录类别:CPCI-S;CPCI-SSH;EI;SCOPUS
Scopus被引频次:2
资源类型:会议论文;期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85009216302&doi=10.1016%2fj.ifacol.2016.10.184&partnerID=40&md5=71ac8db2044f45ca19752ac025e44b2a
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