The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games
Alain Bensoussan, Shaokuan Chen, Suresh P. Sethi
Abstract
Alain Bensoussan, Shaokuan Chen, Suresh P. Sethi
Abstract
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Key concepts: Stackelberg competition, Mathematical economics, Differential (mechanical device), Maximum principle, Mathematics, Stochastic differential equation, Economics, Mathematical optimization