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Linear-quadratic stochastic Stackelberg differential game with asymmetric information Journal article
Shi, Jingtao, Wang, Guangchen, Xiong, Jie. Linear-quadratic stochastic Stackelberg differential game with asymmetric information[J]. SCIENCE CHINA-INFORMATION SCIENCES, 2017, 60(9).
Authors:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie
Favorite | TC[WOS]:33 TC[Scopus]:41  IF:7.3/5.8 | Submit date:2018/10/30
Stochastic Stackelberg Differential Game  Linear-quadratic Control  Asymmetric Information  Conditional Mean-field Forward-backward Stochastic Differential Equation  Optimal Filtering  
A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information Conference paper
Shi, Jingtao, Wang, Guangchen, Xiong, Jie, Liu, T, Zhao, Q. A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information[C], 345 E 47TH ST, NEW YORK, NY 10017 USA:IEEE, 2017, 1799-1804.
Authors:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie;  Liu, T;  Zhao, Q
Favorite | TC[WOS]:1 TC[Scopus]:1 | Submit date:2018/10/30
Stackelberg Differential Game  Stochastic Linear-quadratic Optimal Control  Overlapping Information  Maximum Principle  Stochastic Filtering