Stochastic Leader-Follower Differential Game with Asymmetric Information

A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information

Automatica ◽

10.1016/j.automatica.2018.08.019 ◽

2018 ◽

Vol 97 ◽

pp. 346-352 ◽

Cited By ~ 10

Author(s):

Guangchen Wang ◽

Hua Xiao ◽

Jie Xiong

Keyword(s):

Differential Equation ◽

Asymmetric Information ◽

Stochastic Differential Equation ◽

Differential Game ◽

Backward Stochastic Differential Equation ◽

Zero Sum

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An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

Advances in Difference Equations ◽

10.1186/s13662-019-2166-5 ◽

2019 ◽

Vol 2019 (1) ◽

Cited By ~ 2

Author(s):

Pengyan Huang ◽

Guangchen Wang ◽

Huanjun Zhang

Keyword(s):

Differential Equation ◽

Asymmetric Information ◽

Stochastic Differential Equation ◽

Differential Game ◽

Backward Stochastic Differential Equation ◽

Mean Field ◽

Zero Sum

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Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game

Scandinavian Actuarial Journal ◽

10.1080/03461238.2021.1971756 ◽

2021 ◽

pp. 1-28

Author(s):

Yu Yuan ◽

Zhibin Liang ◽

Xia Han

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Stackelberg Differential Game

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Note on the Linear Quadratic Gaussian, Zero-Sum Differential Game with Asymmetric Information Structures

Multicriteria Decision Making and Differential Games ◽

10.1007/978-1-4615-8768-2_20 ◽

1976 ◽

pp. 353-357

Author(s):

F. K. Sun ◽

Y. C. Ho

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Information Structures ◽

Linear Quadratic ◽

Linear Quadratic Gaussian ◽

Zero Sum

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Spatial aspects of pollution control when pollutants have synergistic effects: Evidence from a differential game with asymmetric information

The Annals of Regional Science ◽

10.1007/s001680050114 ◽

1999 ◽

Vol 33 (4) ◽

pp. 439-452 ◽

Cited By ~ 10

Author(s):

John A. List ◽

Charles F. Mason

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Pollution Control ◽

Synergistic Effects

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Leader–follower stochastic differential game with asymmetric information and applications

Automatica ◽

10.1016/j.automatica.2015.10.011 ◽

2016 ◽

Vol 63 ◽

pp. 60-73 ◽

Cited By ~ 25

Author(s):

Jingtao Shi ◽

Guangchen Wang ◽

Jie Xiong

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Stochastic Differential Game

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Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2021.125315 ◽

2021 ◽

pp. 125315

Author(s):

Min Li ◽

Zhen Wu

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Stochastic Systems ◽

Mean Field ◽

Linear Quadratic ◽

Zero Sum

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Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information

SIAM Journal on Control and Optimization ◽

10.1137/19m1309997 ◽

2021 ◽

Vol 59 (2) ◽

pp. 1109-1135

Author(s):

Ľubomír Baňas ◽

Giorgio Ferrari ◽

Tsiry A. Randrianasolo

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Numerical Approximation ◽

Stochastic Differential Game

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An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers

Optimal Control Applications and Methods ◽

10.1002/oca.2585 ◽

2020 ◽

Vol 41 (4) ◽

pp. 1034-1051

Author(s):

Guangchen Wang ◽

Yu Wang ◽

Susu Zhang

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Mean Field ◽

Linear Quadratic ◽

Field Type ◽

Stackelberg Differential Game

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Existence of value for a differential game with asymmetric information and signal revealing

International Journal of Game Theory ◽

10.1007/s00182-021-00790-0 ◽

2021 ◽

Author(s):

Xiaochi Wu

Keyword(s):

Asymmetric Information ◽

Differential Game ◽

Existence Of Value

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