标题:Linear-quadratic stochastic Stackelberg differential game with asymmetric information
作者:Shi Jingtao;Wang Guangchen;Xiong Jie
作者机构:[Shi Jingtao] School of Mathematics, Shandong University, Ji'nan, Shandong 250100, China.;[Wang Guangchen] School of Control Science and Engineering, 更多
通讯作者:Wang, Guangchen(wguangchen@sdu.edu.cn)
通讯作者地址:[Wang, GC]Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China.
来源:中国科学. 信息科学
出版年:2017
卷:60
期:9
DOI:10.1007/s11432-016-0654-y
关键词:stochastic Stackelberg differential game; linear-quadratic control;; asymmetric information; conditional mean-field forward-backward; stochastic differential equation; optimal filtering
摘要:This paper is concerned with a linear-quadratic stochastic Stackelberg differential game, where players have asymmetric roles, with one leader and one follower in the context of two-person game. It is required that the information available to the follower is a sub-sigma-algebra of the one of the leader. By maximum principle and optimal filtering, a feedback Stackelberg equilibrium of the game is given. A special example is used to elaborate the result.
收录类别:EI;CSCD;SCOPUS;SCIE
WOS核心被引频次:2
Scopus被引频次:3
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85018753149&doi=10.1007%2fs11432-016-0654-y&partnerID=40&md5=fda614316ef7b26a5d7ac9de33176fd8
TOP