A New Kind of Linear-Quadratic Leader-Follower Stochastic Differential Game*. Issue 18 (2016)
- Record Type:
- Journal Article
- Title:
- A New Kind of Linear-Quadratic Leader-Follower Stochastic Differential Game*. Issue 18 (2016)
- Main Title:
- A New Kind of Linear-Quadratic Leader-Follower Stochastic Differential Game*
- Authors:
- Shi, Jingtao
Wang, Guangchen - Abstract:
- 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.
- Is Part Of:
- IFAC-PapersOnLine. Volume 49:Issue 18(2016)
- Journal:
- IFAC-PapersOnLine
- Issue:
- Volume 49:Issue 18(2016)
- Issue Display:
- Volume 49, Issue 18 (2016)
- Year:
- 2016
- Volume:
- 49
- Issue:
- 18
- Issue Sort Value:
- 2016-0049-0018-0000
- Page Start:
- 316
- Page End:
- 320
- Publication Date:
- 2016
- Subjects:
- leader-follower stochastic differential game -- linear-quadratic control -- asymmetric information -- filtering -- feedback Stackelberg equilibrium
Automatic control -- Periodicals
629.805 - Journal URLs:
- https://www.journals.elsevier.com/ifac-papersonline/ ↗
http://www.sciencedirect.com/ ↗ - DOI:
- 10.1016/j.ifacol.2016.10.184 ↗
- Languages:
- English
- ISSNs:
- 2405-8963
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 1592.xml