Na Li, Zhiyong Yu. Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games. SIAM J. Control and Optimization, 56(6):4148-4180, 2018. [doi]
@article{LiY18-50,
title = {Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games},
author = {Na Li and Zhiyong Yu},
year = {2018},
doi = {10.1137/17M1158392},
url = {https://doi.org/10.1137/17M1158392},
researchr = {https://researchr.org/publication/LiY18-50},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {56},
number = {6},
pages = {4148-4180},
}