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This paper is concerned with a linear-quadratic (LQ) Stackelberg mean field games of backward-forward stochastic systems, involving a backward leader and a substantial number of forward followers.
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J.H. Huang, S.J. Wang, and Z. Wu, Backward mean-field linear-quadratic-Gaussian (LQG) games: full and partial information. IEEE Trans. Automat. Control
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P.E. Caines, M.Y. Huang, and R.P. Malhamé, Mean field games. In T. Başar, G. Zaccour, Handbook of Dynamic Game Theory
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J. Moon, T. Başar, Linear quadratic risk-sensitive and robust mean field games. IEEE Trans. Automat. Control
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J.H. Huang, N. Li, Linear-quadratic mean-field game for stochastic delayed systems. IEEE Trans. Automat. Control
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J. Moon, T. Başar, Linear quadratic mean field Stackelberg differential games. Automatica
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A. Bensoussan, X.W. Feng, and J.H. Huang, Linear-quadratic-Gaussian mean-field-game with partial observation and common noise. Math. Control Relat. Fields
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B.C. Wang, Leader-follower mean field LQ games: a direct method. Asian J Control
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