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math.OC2023
Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games
Zixuan Li, Jingtao Shi
This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional in…
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…