Bensoussan, AlainChen, ShaokuanSethi, Suresh P. (UT Dallas)2016-07-212016-07-212015-07-300363-0129http://hdl.handle.net/10735.1/4959For stochastic Stackelberg differential games played by a leader and a follower, there are several solution concepts in terms of the players' information sets. In this paper we derive the maximum principle for the leader's global Stackelberg solution under the adapted closed-loop memoryless information structure, where the term global signifies the leader's domination over the entire game duration. 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.©2015 Society for Industrial and Applied MathematicsConceptual structures (Information theory)Management gamesRiccati equationStackelberg equilibriumStochastic analysisMaximum principles (Mathematics)articleBensoussan, Alain, Shaokuan Chen, and Suresh P. Sethi. 2015. "The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games." SIAM Journal on Control and Optimization 53(4), doi:10.1137/140958906.534