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Linear-quadratic stochastic Stackelberg differential game with asymmetric information Journal article
SCIENCE CHINA-INFORMATION SCIENCES, 2017,Volume: 60,Issue: 9
Authors:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie
Favorite | View/Download：23/0 | TC[WOS]:4 TC[Scopus]:13 | Submit date：2018/10/30
stochastic Stackelberg differential game  linear-quadratic control  asymmetric information  conditional mean-field forward-backward stochastic differential equation  optimal filtering  
A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information Conference paper
Authors:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie;  Liu, T;  Zhao, Q
Favorite | View/Download：17/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date：2018/10/30
Stackelberg differential game  stochastic linear-quadratic optimal control  overlapping information  maximum principle  stochastic filtering