Residential College | false |
Status | 已發表Published |
Linear-quadratic stochastic Stackelberg differential game with asymmetric information | |
Shi, Jingtao; Wang, Guangchen; Xiong, Jie | |
2017-09 | |
Source Publication | SCIENCE CHINA-INFORMATION SCIENCES |
ISSN | 1674-733X |
Volume | 60Issue:9 |
Abstract | 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-sigma-algebra of the one of the leader. By maximum principle and optimal filtering, a feedback Stackelberg equilibrium of the game is given. A special example is used to elaborate the result. |
Keyword | Stochastic Stackelberg Differential Game Linear-quadratic Control Asymmetric Information Conditional Mean-field Forward-backward Stochastic Differential Equation Optimal Filtering |
DOI | 10.1007/s11432-016-0654-y |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Computer Science ; Engineering |
WOS Subject | Computer Science, Information Systems ; Engineering, Electrical & Electronic |
WOS ID | WOS:000412062700002 |
Publisher | SCIENCE PRESS |
The Source to Article | WOS |
Scopus ID | 2-s2.0-85018753149 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | University of Macau |
Recommended Citation GB/T 7714 | Shi, Jingtao,Wang, Guangchen,Xiong, Jie. Linear-quadratic stochastic Stackelberg differential game with asymmetric information[J]. SCIENCE CHINA-INFORMATION SCIENCES, 2017, 60(9). |
APA | Shi, Jingtao., Wang, Guangchen., & Xiong, Jie (2017). Linear-quadratic stochastic Stackelberg differential game with asymmetric information. SCIENCE CHINA-INFORMATION SCIENCES, 60(9). |
MLA | Shi, Jingtao,et al."Linear-quadratic stochastic Stackelberg differential game with asymmetric information".SCIENCE CHINA-INFORMATION SCIENCES 60.9(2017). |
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