A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time.

Zhun Gou Nan-jing Huang Ming-hui Wang

Published in: Int. J. Control (2023)

Keyphrases

linear quadratic
game theory
optimal control
nash equilibrium
closed loop
nash equilibria
dynamical systems
vector valued
stackelberg game
leader follower
gaussian model
markov random field
mixed strategy
monte carlo
em algorithm
object detection
machine learning
bayesian inference
probability distribution
real time