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Analytical solution for an open-loop Stackelberg game - MaRDI portal

Analytical solution for an open-loop Stackelberg game (Q3718513)

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Analytical solution for an open-loop Stackelberg game
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    Analytical solution for an open-loop Stackelberg game (English)
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    1985
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    open-loop Stackelberg strategy
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    Stackelberg game
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    two point
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    boundary value problem
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    optimal solutions
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    continuous time linear quadratic game
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    finite horizon
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    Riccati-type matrix differential equations
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    mixed boundary conditions
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    Hamiltonian matrix
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    eigenvector method
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