A kind of linear-quadratic Stackelberg games with the multilevel hierarchy driven by both Brownian motion and Poisson processes is considered.The Stackelberg equilibrium is presented by linear forward-backward stochas...A kind of linear-quadratic Stackelberg games with the multilevel hierarchy driven by both Brownian motion and Poisson processes is considered.The Stackelberg equilibrium is presented by linear forward-backward stochastic differential equations(FBSDEs)with Poisson processes(FBSDEPs)in a closed form.By the continuity method,the unique solvability of FBSDEPs with a multilevel self-similar domination-monotonicity structure is obtained.展开更多
基金supported by National Natural Science Foundation of China(Grant Nos.11871310,11801317,61873325 and 11831010)the Natural Science Foundation of Shandong Province(Grant No.ZR2019MA013)+1 种基金the National Key R&D Program of China(Grant No.2018YFA0703900)the Colleges and Universities Youth Innovation Technology Program of Shandong Province(Grant No.2019KJI011)。
文摘A kind of linear-quadratic Stackelberg games with the multilevel hierarchy driven by both Brownian motion and Poisson processes is considered.The Stackelberg equilibrium is presented by linear forward-backward stochastic differential equations(FBSDEs)with Poisson processes(FBSDEPs)in a closed form.By the continuity method,the unique solvability of FBSDEPs with a multilevel self-similar domination-monotonicity structure is obtained.
