Leader–follower stochastic differential game with asymmetric information and applications

Published 2016 View Full Article

Authors

Keywords

Leader–follower stochastic differential game, Asymmetric information, Filtering, Conditional mean-field forward–backward stochastic differential equation, Partial information linear–quadratic control, Open-loop Stackelberg equilibrium

Journal

AUTOMATICA

Volume 63, Issue -, Pages 60-73

Publisher

Elsevier BV

Online

2015-11-11

DOI

10.1016/j.automatica.2015.10.011

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.