Leader-follower stochastic differential games under partial observation

Title: Leader-follower stochastic differential games under partial observation
Creator: Li, Zhipeng; Fu, Minyue; Cai, Qianqian; Meng, Wei
Relation: 38th Chinese Control Conference (CCC 2019). Proceedings of the 38th Chinese Control Conference (Guangzhou, China 27-30 July, 2019) p. 1888-1892
Publisher Link: http://dx.doi.org/10.23919/ChiCC.2019.8865813
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: conference paper
Date: 2019
Description: This paper searches for the leader-follower stochastic differential Stackelberg game under a partial observed information. The controlled system equation and the observation equation are looked as the equality constraints, and then variation method is used to derive the necessary condition of this differential game problem for follower and leader respectively. Finally, an example is given to illustrate its application.
Subject: Stochastic differential game; partial observation; Stackelberg game; mathematical models
Identifier: http://hdl.handle.net/1959.13/1474249
Identifier: uon:49245
Identifier: ISBN:9789881563972
Language: eng
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