The paper characterizes feedback Stackelberg equilibria for forward linear-quadratic stochastic games with affine constraints under four assumptions (H1-H4).
On dynamic programming principle for stochastic control under expectation constraints
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Linear-quadratic Stochastic Stackelberg Differential Games with Affine Constraints
The paper characterizes feedback Stackelberg equilibria for forward linear-quadratic stochastic games with affine constraints under four assumptions (H1-H4).