{"id":"https://openalex.org/W2029794338","doi":"https://doi.org/10.1137/s0363012901391925","title":"A Leader-Follower Stochastic Linear Quadratic Differential Game","display_name":"A Leader-Follower Stochastic Linear Quadratic Differential Game","publication_year":2002,"publication_date":"2002-01-01","ids":{"openalex":"https://openalex.org/W2029794338","doi":"https://doi.org/10.1137/s0363012901391925","mag":"2029794338"},"language":"en","primary_location":{"id":"doi:10.1137/s0363012901391925","is_oa":false,"landing_page_url":"https://doi.org/10.1137/s0363012901391925","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101508592","display_name":"Jiongmin Yong","orcid":"https://orcid.org/0000-0002-3715-0913"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Jiongmin Yong","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5101508592"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":198,"citation_normalized_percentile":{"value":0.19923282,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"41","issue":"4","first_page":"1015","last_page":"1041"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11829","display_name":"Mathematical Biology Tumor Growth","score":0.9941999912261963,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10482","display_name":"Mathematical and Theoretical Epidemiology and Ecology Models","score":0.970300018787384,"subfield":{"id":"https://openalex.org/subfields/2739","display_name":"Public Health, Environmental and Occupational Health"},"field":{"id":"https://openalex.org/fields/27","display_name":"Medicine"},"domain":{"id":"https://openalex.org/domains/4","display_name":"Health Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8429957628250122},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7888562083244324},{"id":"https://openalex.org/keywords/riccati-equation","display_name":"Riccati equation","score":0.7599528431892395},{"id":"https://openalex.org/keywords/differential-game","display_name":"Differential game","score":0.6400876641273499},{"id":"https://openalex.org/keywords/linear-quadratic-regulator","display_name":"Linear-quadratic regulator","score":0.5235940217971802},{"id":"https://openalex.org/keywords/algebraic-riccati-equation","display_name":"Algebraic Riccati equation","score":0.4811728894710541},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.4782513678073883},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.47008538246154785},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.4588284194469452},{"id":"https://openalex.org/keywords/hamilton\u2013jacobi\u2013bellman-equation","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","score":0.4520641565322876},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.41452640295028687},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.41211652755737305},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.34522169828414917},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.3161966800689697},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.27468225359916687}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8429957628250122},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7888562083244324},{"id":"https://openalex.org/C45473103","wikidata":"https://www.wikidata.org/wiki/Q851503","display_name":"Riccati equation","level":3,"score":0.7599528431892395},{"id":"https://openalex.org/C2779006483","wikidata":"https://www.wikidata.org/wiki/Q1973196","display_name":"Differential game","level":2,"score":0.6400876641273499},{"id":"https://openalex.org/C98779006","wikidata":"https://www.wikidata.org/wiki/Q2520550","display_name":"Linear-quadratic regulator","level":3,"score":0.5235940217971802},{"id":"https://openalex.org/C13847129","wikidata":"https://www.wikidata.org/wiki/Q4723989","display_name":"Algebraic Riccati equation","level":4,"score":0.4811728894710541},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.4782513678073883},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.47008538246154785},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.4588284194469452},{"id":"https://openalex.org/C196978813","wikidata":"https://www.wikidata.org/wiki/Q3302775","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","level":3,"score":0.4520641565322876},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.41452640295028687},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.41211652755737305},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.34522169828414917},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3161966800689697},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.27468225359916687},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/s0363012901391925","is_oa":false,"landing_page_url":"https://doi.org/10.1137/s0363012901391925","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W36478155","https://openalex.org/W659339155","https://openalex.org/W1525883337","https://openalex.org/W1547240457","https://openalex.org/W1578630563","https://openalex.org/W1608904064","https://openalex.org/W1966660110","https://openalex.org/W1975028848","https://openalex.org/W2005303193","https://openalex.org/W2009135766","https://openalex.org/W2016099484","https://openalex.org/W2020144543","https://openalex.org/W2021590899","https://openalex.org/W2033150941","https://openalex.org/W2035752095","https://openalex.org/W2051553483","https://openalex.org/W2073415101","https://openalex.org/W2074988991","https://openalex.org/W2078895915","https://openalex.org/W2082094090","https://openalex.org/W2088000393","https://openalex.org/W2102316513","https://openalex.org/W2140276245","https://openalex.org/W2157047632","https://openalex.org/W2160708185","https://openalex.org/W2165676571","https://openalex.org/W2261883883","https://openalex.org/W2888914392","https://openalex.org/W2946202185","https://openalex.org/W2997572556","https://openalex.org/W3035578948","https://openalex.org/W4212780424","https://openalex.org/W4243590097","https://openalex.org/W4300143132"],"related_works":["https://openalex.org/W2355975928","https://openalex.org/W2018708768","https://openalex.org/W2110776584","https://openalex.org/W986965207","https://openalex.org/W2348801003","https://openalex.org/W3046418669","https://openalex.org/W1978201499","https://openalex.org/W4200614756","https://openalex.org/W3143949293","https://openalex.org/W2029794338"],"abstract_inverted_index":{"A":[0],"leader-follower":[1,124],"stochastic":[2,15,78,90,100,106,125,144],"differential":[3,16,107,126],"game":[4],"is":[5,114,130,147],"considered":[6,70],"with":[7,85],"the":[8,19,27,30,35,40,43,46,50,54,57,73,86,94,122,133],"state":[9,47,138],"equation":[10,17,146],"being":[11,22],"a":[12,77,89,99,104,137,142],"linear":[13,79],"It\u00f4-type":[14],"and":[18,32,49],"cost":[20,36,58],"functionals":[21,37,59],"quadratic.":[23],"We":[24],"allow":[25],"that":[26,132],"coefficients":[28],"of":[29,34,45,88],"system":[31],"those":[33],"are":[38,60,69],"random,":[39],"controls":[41,55],"enter":[42],"diffusion":[44],"equation,":[48],"weight":[51],"matrices":[52],"for":[53,103],"in":[56],"not":[61],"necessarily":[62],"positive":[63],"definite.":[64],"The":[65],"so-called":[66],"open-loop":[67,119,134],"strategies":[68],"only.":[71],"Thus,":[72],"follower":[74],"first":[75],"solves":[76],"quadratic":[80],"(LQ)":[81],"optimal":[82],"control":[83],"problem":[84,102,113],"aid":[87],"Riccati":[91,145],"equation.":[92,108],"Then":[93],"leader":[95],"turns":[96],"to":[97,121],"solve":[98],"LQ":[101,112],"forward-backward":[105],"If":[109],"such":[110],"an":[111,118],"solvable,":[115],"one":[116],"obtains":[117],"solution":[120,135],"two-person":[123],"game.":[127],"Moreover,":[128],"it":[129],"shown":[131],"admits":[136],"feedback":[139],"representation":[140],"if":[141],"new":[143],"solvable.":[148]},"counts_by_year":[{"year":2026,"cited_by_count":10},{"year":2025,"cited_by_count":16},{"year":2024,"cited_by_count":14},{"year":2023,"cited_by_count":22},{"year":2022,"cited_by_count":19},{"year":2021,"cited_by_count":25},{"year":2020,"cited_by_count":22},{"year":2019,"cited_by_count":12},{"year":2018,"cited_by_count":14},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":10},{"year":2014,"cited_by_count":11},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":4}],"updated_date":"2026-07-14T08:27:34.040176","created_date":"2025-10-10T00:00:00"}
