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IEICE Trans

Keyword : open-loop strategy

Open-Loop Stackelberg Games for Stochastic Systems
Hiroaki MUKAIDANI Hua XU 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2017/04/01
Vol. E100-A  No. 4 ; pp. 989-995
Type of Manuscript:  PAPER
Category: Systems and Control
Keyword: 
Stackelberg games, cross-coupled forward-backward stochastic differential equations (CFBSDEs), open-loop strategy, Newton's method, 
 Summary | Full Text:PDF