论文标题
随着时间延迟
A Linear Quadratic Stochastic Stackelberg Differential Game with Time Delay
论文作者
论文摘要
本文与时间延迟有关线性二次随机stackelberg差异游戏有关。该模型是一般的，其中状态延迟和控制延迟都出现在状态方程中，此外，它们都进入扩散项。通过引入两个伪cati方程和一个特殊的矩阵方程，在某些假设下得出了开环stackelberg策略的状态反馈表示。最后，给出了两个示例以说明理论结果的应用。
This paper is concerned with a linear quadratic stochastic Stackelberg differential game with time delay. The model is general, in which the state delay and the control delay both appear in the state equation, moreover, they both enter into the diffusion term. By introducing two Pseudo-Riccati equations and a special matrix equation, the state feedback representation of the open-loop Stackelberg strategy is derived, under some assumptions. Finally, two examples are given to illustrate the applications of the theoretical results.
