Stackelberg stochastic differential games in feedback information pattern with applications
Year of publication: |
2024
|
---|---|
Authors: | Huang, Qi ; Shi, Jingtao |
Subject: | Coupled Riccati equations | Feedback Stackelberg equilibrium | HJB equation | Stackelberg stochastic differential game | Verification theorem | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game | Duopol | Duopoly | Dynamische Optimierung | Dynamic programming |
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