Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability

Zixuan Li, Jingtao Shi. Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability. J. Systems Science & Complexity, 36(4):1373-1406, August 2023. [doi]

Abstract

Abstract is missing.