This paper is concernedwith a leader–follower stochastic differential gamewith asymmetric information, where the information available to the follower is based on some sub-σ -algebra of that available to the leader. Such kind of game problem has wide applications in finance, economics and management engineering such as newsvendor problems, cooperative advertising and pricing problems. Stochasti...

Given a prediction of opponent behavior in a generalsum two-player normal form game, it is difficult to select a strategy that balances the opportunity to use the prediction to inform one’s action with the risk of becoming predictable. We propose Restricted Stackelberg Response with Safety (RSRS), a novel way of generating such a strategy. RSRS uses an r-safe Stackelberg equilibrium in a modifi...