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- W4386821009 abstract "In this paper, we consider the leader-follower stochastic differential game with state delay. The open-loop strategies in a linear-quadratic (LQ) differential delayed game are constructed by generalized fully coupled forward-backward stochastic differential equation (FBSDE). We obtain the solvability of the LQ leader-follower game with state delay by showing the existence and uniqueness of the solution for the FBSDE." @default.
- W4386821009 created "2023-09-19" @default.
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- W4386821009 date "2023-07-24" @default.
- W4386821009 modified "2023-10-16" @default.
- W4386821009 title "Open-Loop Leader-Follower Stochastic Differential Game with State Delay and Related FBSDEs" @default.
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- W4386821009 doi "https://doi.org/10.23919/ccc58697.2023.10240556" @default.
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