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]

@article{LvXZ23-0,
  title = {Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions},
  author = {Siyu Lv and Jie Xiong and Xin Zhang},
  year = {2023},
  month = {August},
  doi = {10.1016/j.automatica.2023.111072},
  url = {https://doi.org/10.1016/j.automatica.2023.111072},
  researchr = {https://researchr.org/publication/LvXZ23-0},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {154},
  pages = {111072},
}