Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions

Siyu Lv, Jie Xiong, Xin Zhang. Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions. Automatica, 154:111072, August 2023. [doi]

Authors

Siyu Lv

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Jie Xiong

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Xin Zhang

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