Backward Stackelberg Games with Delay and Related Forward–Backward Stochastic Differential Equations

Backward Stackelberg Games with Delay and Related Forward–Backward Stochastic Differential Equations

In this paper, we study a kind of Stackelberg game where the controlled systems are described by backward stochastic differential delayed equations (BSDDEs). By introducing a new kind of adjoint equation, we establish the sufficient verification theorem for the optimal strategies of the leader and t...

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Bibliographic Details
Main Authors: Li Chen, Peipei Zhou, Hua Xiao
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Mathematics
Subjects:
Stackelberg game
state delay
forward–backward stochastic differential equation
linear–quadratic problem
Online Access:https://www.mdpi.com/2227-7390/11/13/2898

Internet

https://www.mdpi.com/2227-7390/11/13/2898

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