A mean-field linear-quadratic leader-follower stochastic differential game

2018 Chinese Control And Decision Conference (CCDC) ◽

10.1109/ccdc.2018.8408215 ◽

2018 ◽

Author(s):

Susu Zhang

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Linear Quadratic

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An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game

IEEE Transactions on Automatic Control ◽

10.1109/tac.2018.2814959 ◽

2019 ◽

Vol 64 (1) ◽

pp. 97-110 ◽

Author(s):

Yaning Lin ◽

Xiushan Jiang ◽

Weihai Zhang

Keyword(s):

Differential Game ◽

Open Loop ◽

Stochastic Differential Game ◽

Linear Quadratic ◽

Stackelberg Strategy ◽

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Linear-Quadratic Mixed Stackelberg–Nash Stochastic Differential Game with Major–Minor Agents

Applied Mathematics & Optimization ◽

10.1007/s00245-020-09713-z ◽

2020 ◽

Author(s):

Jianhui Huang ◽

Kehan Si ◽

Zhen Wu

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Linear Quadratic

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A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

Applied Mathematics & Optimization ◽

10.1007/s00245-012-9177-x ◽

2012 ◽

Vol 66 (3) ◽

pp. 415-454 ◽

Author(s):

John Joseph Absalom Hosking

Keyword(s):

Maximum Principle ◽

Differential Game ◽

Stochastic Maximum Principle ◽

Stochastic Differential Game ◽

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Maximum principle for partial observed zero-sum stochastic differential game of mean-field SDEs

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8027625 ◽

2017 ◽

Author(s):

Maoning Tang ◽

Qingxin Meng

Keyword(s):

Maximum Principle ◽

Differential Game ◽

Stochastic Differential Game ◽

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A linear-quadratic partially observed Stackelberg stochastic differential game with application

Applied Mathematics and Computation ◽

10.1016/j.amc.2021.126819 ◽

2021 ◽

pp. 126819

Author(s):

Yueyang Zheng ◽

Jingtao Shi

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Linear Quadratic ◽

Partially Observed

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Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game

10.1016/j.automatica.2020.108951 ◽

2020 ◽

Vol 119 ◽

pp. 108951

Author(s):

Yaning Lin

Keyword(s):

Differential Game ◽

Pareto Optimality ◽

Sufficient Conditions ◽

Finite Horizon ◽

Stochastic Differential Game ◽

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An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach

SIAM Journal on Control and Optimization ◽

10.1137/130947465 ◽

2015 ◽

Vol 53 (4) ◽

pp. 2141-2167 ◽

Author(s):

Zhiyong Yu

Keyword(s):

Feedback Control ◽

Riccati Equation ◽

Differential Game ◽

Control Strategy ◽

Optimal Feedback Control ◽

Stochastic Differential Game ◽

Equation Approach ◽

Linear Quadratic ◽

Feedback Control Strategy ◽

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A Kind of Linear-Quadratic Pareto Cooperative Differential Game for Mean-Field Type Backward Stochastic System

10.1109/ccdc52312.2021.9602049 ◽

2021 ◽

Author(s):

Yu Wang

Keyword(s):

Differential Game ◽

Stochastic System ◽

Linear Quadratic ◽

Cooperative Differential Game

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A kind of linear-quadratic leader-follower stochastic differential game

2016 35th Chinese Control Conference (CCC) ◽

10.1109/chicc.2016.7553336 ◽

2016 ◽

Author(s):

Jingtao Shi ◽

Guangchen Wang

Keyword(s):

Differential Game ◽

Stochastic Differential Game ◽

Linear Quadratic

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A New Kind of Linear-Quadratic Leader-Follower Stochastic Differential Game**Shi acknowledges the financial support from the National Natural Science Funds of China (11301011, 11201264, 11571205) and the Natural Science Fund for Distinguished Young Scholars of Shandong Province of China (JQ201401). Wang acknowledges the financial support from the National Natural Science Fund for Excellent Young Scholars of China (61422305), the National Natural Science Fund of China (11371228), the Natural Science Fund for Distinguished Young Scholars of Shandong Province of China (JQ201418), and the Research Fund for the Taishan Scholar Project of Shandong Province of China.

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2016.10.184 ◽

2016 ◽

Vol 49 (18) ◽

pp. 316-320 ◽

Author(s):

Jingtao Shi ◽

Guangchen Wang

Keyword(s):

Differential Game ◽

Natural Science ◽

Financial Support ◽

Shandong Province ◽

Stochastic Differential Game ◽

Research Fund ◽

Linear Quadratic

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