标题:A kind of linear-quadratic leader-follower stochastic differential game
作者:Shi, Jingtao ;Wang, Guangchen
通讯作者:Wang, Guangchen
作者机构:[Shi, Jingtao ] School of Mathematics, Shandong University, Jinan; 250100, China;[Wang, Guangchen ] School of Control Science and Engineering, Jinan; 更多
会议名称:35th Chinese Control Conference, CCC 2016
会议日期:27 July 2016 through 29 July 2016
来源:Chinese Control Conference, CCC
出版年:2016
卷:2016-August
页码:1696-1700
DOI:10.1109/ChiCC.2016.7553336
关键词:asymmetric information; conditional mean-field type forward-backward stochastic differential equation; feedback Stackelberg equilibrium; filtering; Linear-quadratic leader-follower stochastic differential game
摘要:In this paper, a linear-quadratic leader-follower stochastic differential game with asymmetric information is studied. By maximum principle and stochastic filtering, a feedback Stackelberg equilibrium is given. The result can be regarded as a continuation of [5]. © 2016 TCCT.
收录类别:EI;SCOPUS
Scopus被引频次:1
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-s2.0-84987905609&doi=10.1109%2fChiCC.2016.7553336&partnerID=40&md5=6ee3128478736d0963e9e8ce4c77bc62
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