学术报告（王光臣 12.15）

摘要：

This talk is concerned with an asymmetric information LQ stochastic Stackelberg differential game with one leader and two followers, where the game system is governed by mean-field type stochastic differential equation. With the help of some systems of Riccati equations, the followers solve an MF-type stochastic LQ game problem with partial information first, and then, the leader turns to address an optimal control problem driven by linear mean-field type forward-backward stochastic differential filtering equation. By maximum principle, direct construction method and optimal filtering, the open-loop Stackelberg solution is expressed as a feedback form of state, state estimation, and state mean.

These results provided here are taken from Guangchen Wang, Yu Wang and Susu Zhang (Optim. Control Appl. Meth., 2020).