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...
| প্রধান লেখক: | , , |
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| বিন্যাস: | প্রবন্ধ |
| ভাষা: | English |
| প্রকাশিত: |
MDPI AG
2023-06-01
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| মালা: | Mathematics |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | https://www.mdpi.com/2227-7390/11/13/2898 |