Closed-form solution for discrete-time linear-quadratic Stackelberg games (Q1120485)
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scientific article; zbMATH DE number 4100978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form solution for discrete-time linear-quadratic Stackelberg games |
scientific article; zbMATH DE number 4100978 |
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Closed-form solution for discrete-time linear-quadratic Stackelberg games (English)
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1990
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A method is proposed for solving the two-point boundary-value problem occurring in discrete-time linear-quadratic Stackelberg games. It is shown that, for open-loop information structure, the necessary conditions can be ordered to form a symplectic matrix. The solution is then obtained by exploiting the properties of such a matrix.
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leader-follower strategy
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two-point boundary-value problem
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discrete-time linear-quadratic Stackelberg games
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open-loop information structure
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symplectic matrix
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0.92724645
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0.8982312
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0.89680773
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0.8925196
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0.8915894
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0.88961774
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