A Stackelberg Game of Backward Stochastic Differential Equations with Applications.
Yueyang ZhengJingtao ShiPublished in: Dyn. Games Appl. (2020)
Keyphrases
- stochastic differential equations
- stackelberg game
- maximum a posteriori estimation
- supply chain
- nash equilibrium
- brownian motion
- additive gaussian noise
- fractional brownian motion
- game theory
- gaussian distribution
- long range
- diffusion process
- lead time
- optimal control
- nash equilibria
- poisson process
- data miner
- denoising
- reinforcement learning