Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5002332 | IFAC-PapersOnLine | 2016 | 5 Pages |
Abstract
This paper studies a kind of linear-quadratic leader-follower stochastic differential game, where we assume that the leader's information is a sub-Ï-algebra of the follower's. By the maximum principle and stochastic filtering, the feedback Stackelberg equilibrium is derived.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Jingtao Shi, Guangchen Wang,