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文章基本信息

  • 标题:A New Kind of Linear-Quadratic Leader-Follower Stochastic Differential Game
  • 本地全文:下载
  • 作者:Jingtao Shi ; Jingtao Shi ; Guangchen Wang
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2016
  • 卷号:49
  • 期号:18
  • 页码:316-320
  • DOI:10.1016/j.ifacol.2016.10.184
  • 语种:English
  • 出版社:Elsevier
  • 摘要: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-σ-algebra of the follower’s. By the maximum principle and stochastic filtering, the feedback Stackelberg equilibrium is derived.
  • 关键词:Keywordsleader-follower stochastic differential gamelinear-quadratic controlasymmetric informationfilteringfeedback Stackelberg equilibrium
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