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As special cases, we study linear quadratic Stackelberg games under both adapted open-loop and adapted closed-loop memoryless information structures, as well as the resulting Riccati equations.<\/jats:p>","DOI":"10.1137\/140958906","type":"journal-article","created":{"date-parts":[[2015,7,30]],"date-time":"2015-07-30T15:10:23Z","timestamp":1438269023000},"page":"1956-1981","source":"Crossref","is-referenced-by-count":131,"title":["The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games"],"prefix":"10.1137","volume":"53","author":[{"given":"Alain","family":"Bensoussan","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Shaokuan","family":"Chen","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Suresh P.","family":"Sethi","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2015,7,30]]},"reference":[{"key":"atypb1","doi-asserted-by":"crossref","unstructured":"T. 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Meng,\n                      General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients\n                      , arXiv:1102.3295v2, 2011."},{"key":"atypb23","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2013.02.010"},{"key":"atypb24","unstructured":"G. P. Papavassilopoulos,\n                      Leader-Follower and Nash Strategies with State Information\n                      , Ph.D. thesis, University of Illinois at Urbana-Champaign, 1979."},{"key":"atypb25","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.1979.1101986"},{"key":"atypb26","first-page":"2","author":"Papavassilopoulos G. 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