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math.OC2022
Deterministic Dynamic Stackelberg Games: Time-Consistent Open-Loop Solution
Yuan-Hua Ni, Liping Liu, Xinzhen Zhang
In this paper, the known deterministic linear-quadratic Stackelberg game is revisited, whose open-loop Stackelberg solution actually possesses the nature of time inconsistency. To…
math.OC2022★ 1 cited
Deep BSDE-ML Learning and Its Application to Model-Free Optimal Control
Yutian Wang, Yuan-Hua Ni
A modified Deep BSDE (backward differential equation) learning method with measurability loss, called Deep BSDE-ML method, is introduced in this paper to solve a kind of linear dec…