Stochastic Leader-Follower Differential Game with Asymmetric Information
In: Game Theory - Applications in Logistics and Economy
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Abstract
Suggested Citation
DOI: 10.5772/intechopen.75413
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Cited by:
- Zahrate El Oula Frihi & Julian Barreiro-Gomez & Salah Eddine Choutri & Hamidou Tembine, 2020. "Hierarchical Structures and Leadership Design in Mean-Field-Type Games with Polynomial Cost," Games, MDPI, vol. 11(3), pages 1-26, August.
- Yan Wang & Lei Wang & Kok Lay Teo, 2018. "Necessary and Sufficient Optimality Conditions for Regular–Singular Stochastic Differential Games with Asymmetric Information," Journal of Optimization Theory and Applications, Springer, vol. 179(2), pages 501-532, November.
- Zheng, Yueyang & Shi, Jingtao, 2022. "A linear-quadratic partially observed Stackelberg stochastic differential game with application," Applied Mathematics and Computation, Elsevier, vol. 420(C).
- Yueyang Zheng & Jingtao Shi, 2020. "A Stackelberg Game of Backward Stochastic Differential Equations with Applications," Dynamic Games and Applications, Springer, vol. 10(4), pages 968-992, December.
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Keywords
backward stochastic differential equation (BSDE); leader-follower stochastic differential game; asymmetric information; stochastic filtering; linear-quadratic control; Stackelberg equilibrium;All these keywords.
JEL classification:
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
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