1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2021
Linear Quadratic Leader-follower Stochastic Differential Games: Closed-Loop Solvability
Zixuan Li, Jingtao Shi
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with a quadratic cost functional. The coefficients in the sta…
math.OC2020★ 1 cited
Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability
Zixuan Li, Jingtao Shi
This paper is concerned with the closed-loop solvability of one kind of linear-quadratic Stackelberg stochastic differential game, where the coefficients are deterministic. The not…