Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games.

Na Li Zhiyong Yu

Published in: SIAM J. Control. Optim. (2018)

Keyphrases

forward backward
linear quadratic
stochastic differential equations
brownian motion
optimal control
hidden markov models
vector valued
closed loop
maximum a posteriori estimation
dynamical systems
gaussian model
image analysis
additive gaussian noise
real time
control system