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Stackelberg-Nash Controllability for Abstract Stochastic Evolution Equations and Applications

Year: 2026
Type: article
Abstract: This paper presents the concepts of exact, null, and approximate controllability in the Stackelberg-Nash sense for abstract forward and backward stochastic evolution equations, involving two types of controls: leaders and followers. We begin by proving the existence and uniqueness of the Nash equilibrium, as well as its characterization for fixed leader controls. We then establish a duality between these controllability concepts and the corresponding observability properties. Finally, we apply our theoretical results to the forward and backward stochastic heat equations. The results for the backward heat equation are obtained by deriving a new Carleman estimate.
Language: English
Open Access status: hybrid
Estimated APC paid: $3,390
OpenAlex ID: W7123350452
FWCI:
Cites: 30
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