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)
出版年:2017
期:09
页码:211-225
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...
资源类型:期刊论文
原文链接:http://kns.cnki.net/kns/detail/detail.aspx?FileName=JFXG201709016&DbName=CJFQ2017
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