Work

Linear quadratic leader–follower stochastic differential games for mean-field switching diffusions

Year: 2023

Type: article

Source: Automatica

DOI: 10.1016/j.automatica.2023.111072

Authors: Siyu Lv, Jie Xiong, Xin Zhang

Institutions: Southeast University, Southern University of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, Southern University of Science and Technology, National University's Basic Research Foundation of China, National Key Research and Development Program of China, Fundamental Research Funds for the Central Universities

Awards: G3668841628, G3680598195, G3987036397, G4406549249, G4573325868, G5222385936, G561062305, G6251120795, G6687928131, G7115963108, G952743519

OpenAlex ID: W4376869951

FWCI: 5.069

Cites: 36

Cited by: 24

Related to: 10