A linear quadratic stochastic Stackelberg differential game with time delay

نویسندگان

چکیده

<p style='text-indent:20px;'>This paper is concerned with a linear quadratic stochastic Stackelberg differential game time delay. The model general, in which the state delay and control both appear equation, moreover, they enter into diffusion term. By introducing two Pseudo-Riccati equations special matrix feedback representation of open-loop strategy derived, under some assumptions. Finally, examples are given to illustrate applications theoretical results.</p>

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ژورنال

عنوان ژورنال: Mathematical Control and Related Fields

سال: 2022

ISSN: ['2156-8499', '2156-8472']

DOI: https://doi.org/10.3934/mcrf.2021035