标题：Linear-quadratic stochastic Stackelberg differential game with asymmetric information
作者：Jingtao SHI;Guangchen WANG;Jie XIONG;
作者机构：[Jingtao SHI]School of Mathematics, Shandong University;[Guangchen WANG]School of Control Science and Engineering, Shandong University;[Jie XIONG]Depa 更多
来源：Science China(Information Sciences)
关键词：stochastic Stackelberg differential game;linear-quadratic control;asymmetric information;condi tional 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-σ-algebra of the one of the leader...