标题:A leader-follower stochastic linear quadratic differential game with time delay
作者:Xu, Juanjuan; Shi, Jingtao; Zhang, Huanshui
作者机构:[Xu, Juanjuan; Zhang, Huanshui] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China.; [Shi, Jingtao] Shandong Univ, Sch M 更多
通讯作者:Zhang, Huanshui
通讯作者地址:[Zhang, HS]Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China.
来源:SCIENCE CHINA-INFORMATION SCIENCES
出版年:2018
卷:61
期:11
DOI:10.1007/s11432-017-9293-4
关键词:time delay; leader-follower differential game; open-loop strategy;; Riccati equation
摘要:In this paper, we are concerned with the leader-follower stochastic differential game of It type with time delay appearing in the leader's control. The open-loop solution is explicitly given in the form of the conditional expectation with respect to several symmetric Riccati equations. The key technique is to establish the nonhomogeneous relationship between the forward variables and the backward ones obtained in the optimization problems of both the follower and the leader.
收录类别:EI;SCOPUS;SCIE
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85047641943&doi=10.1007%2fs11432-017-9293-4&partnerID=40&md5=59171612ed04a921f59516259c443f7f
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