Mean field Stackelberg games: Aggregation of delayed instructions

SIAM Journal on Control and Optimization

Volumn 53, Issue 4, 2015, Pages 2237-2266

  Bensoussan, A ^a   Chau, M H M ^b   Yam, S C P ^b  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Backward stochastic dynamics; Delay information from dominating player; Dominating player; Forward backward stochastic functional differential equations; Mean field games; Nonsymmetric riccati equations; Stackelberg games

Indexed keywords

DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

DELAY INFORMATION FROM DOMINATING PLAYER; DOMINATING PLAYER; MEAN FIELD GAMES; NONSYMMETRIC; STACKELBERG GAMES; STOCHASTIC DYNAMICS; STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATION;

RICCATI EQUATIONS;

EID: 84940646547     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/140993399     Document Type: Article

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