This paper is concerned with a linear-quadrati stochastic Stackelberg differential game with one leader and two followers,where the game system is governed by a mean-field stochastic differential equatio.By maximum pr...This paper is concerned with a linear-quadrati stochastic Stackelberg differential game with one leader and two followers,where the game system is governed by a mean-field stochastic differential equatio.By maximum principle and verification theorem,the open-loop Stackelberg solution is expressed as a feedback form of the state and its mean with the help of three systems of Riccati equations.展开更多
基金supported in part by the Fund for Innovative Research Groups of NSFC under Grant No.61821004the Key Program of NSFC under Grant Nos.61633015 and 11831010the NSFC for Distinguished Young Scholars under Grant No.61925306。
文摘This paper is concerned with a linear-quadrati stochastic Stackelberg differential game with one leader and two followers,where the game system is governed by a mean-field stochastic differential equatio.By maximum principle and verification theorem,the open-loop Stackelberg solution is expressed as a feedback form of the state and its mean with the help of three systems of Riccati equations.
