Leader–follower stochastic differential game with asymmetric information and applications

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

Jiongmin Yong · SIAM Journal on Control and Optimization · 2013 · 341 citations · Full text

Natural Sciences, Mathematics, Differential Equations +16

A Maximum Principle for SDEs of Mean-Field Type

Daniel Andersson, Boualem Djehiche · Applied Mathematics & Optimization · 2010 · 335 citations

Engineering, Mathematics, Probability Theory +9

Cooperative Advertising and Pricing in a Dynamic Stochastic Supply Chain: Feedback Stackelberg Strategies

Xiuli He, Ashutosh Prasad, Suresh Sethi · Production and Operations Management · 2009 · 246 citations

Management, Operations Management, Supply Chain Management +16

Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations

SIAM Journal on Control and Optimization · 2008 · 197 citations · Full text

Engineering, Mathematics, Dynamical Systems +16

A Leader-Follower Stochastic Linear Quadratic Differential Game

Jiongmin Yong · SIAM Journal on Control and Optimization · 2002 · 197 citations

Natural Sciences, Mathematics, Dynamical Systems +16