The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games

Alain Bensoussan, Shaokuan Chen, Suresh P. Sethi. The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games. SIAM J. Control and Optimization, 53(4):1956-1981, 2015. [doi]

Abstract

Abstract is missing.