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]

Authors

Zixuan Li

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Jingtao Shi

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