This paper is concerned with a leader–follower stochastic differential game with asymmetric
information, where the information available to the follower is based on some sub-σ-algebra …

This paper studies a linear-quadratic optimal control problem derived by forward-backward
stochastic differential equations, where the drift coefficient of the observation equation is …

In this paper, finite‐time stability and stabilization problems for a class of linear stochastic
systems are studied. First, a new concept of finite‐time stochastic stability is defined for …

A multilevel self-similar domination-monotonicity structure is proposed, and a kind of
coupled forward-backward stochastic differential equations (FBSDEs) with such structure is …

This paper focuses on a kind of LQ non-zero sum differential game driven by backward
stochastic differential equation with asymmetric information, which is a natural continuation …

This paper is concerned with one kind of forward–backward linear quadratic stochastic
control problem whose system is described by a linear anticipated forward–backward …

This paper investigates a mixed leader-follower differential games problem, where the
model involves two players with the same hierarchy in decision making and each player has …

This paper deals with the optimal control problem in which the controlled system is
described by a fully coupled anticipated forward-backward stochastic differential delayed …

This paper proposes a distributed Nash equilibrium seeking strategy for noncooperative
games over strongly connected topologies, where the players suffer from unmodeled …

The paper studies a novel method for real-time solutions of the two-player pursuit-evasion
game. The min-max principle is adopted to confirm the Nash equilibrium of the game. As …