摘要
A kind of linear-quadratic Stackelberg games with the multilevel hierarchy driven by both Brownian motion and Poisson processes is considered.The Stackelberg equilibrium is presented by linear forward-backward stochastic differential equations(FBSDEs)with Poisson processes(FBSDEPs)in a closed form.By the continuity method,the unique solvability of FBSDEPs with a multilevel self-similar domination-monotonicity structure is obtained.
基金
supported by National Natural Science Foundation of China(Grant Nos.11871310,11801317,61873325 and 11831010)
the Natural Science Foundation of Shandong Province(Grant No.ZR2019MA013)
the National Key R&D Program of China(Grant No.2018YFA0703900)
the Colleges and Universities Youth Innovation Technology Program of Shandong Province(Grant No.2019KJI011)。
