Closed-form solution for discrete-time linear-quadratic Stackelberg games

DOI10.1007/BF00941165zbMath0672.90109OpenAlexW1984497092MaRDI QIDQ1120485

Hisham Abou-Kandil

Publication date: 1990

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00941165

zbMATH Keywords

symplectic matrixopen-loop information structuretwo-point boundary-value problemleader-follower strategydiscrete-time linear-quadratic Stackelberg games

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Hierarchical systems (93A13) Multistage and repeated games (91A20)

Related Items (4)

Incentive feedback Stackelberg strategy for stochastic systems with state-dependent noise ⋮ Linear quadratic game of exploitation of common renewable resources with inherent constraints ⋮ Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems ⋮ Discrete-time Riccati equations in open-loop Nash and Stackelberg games.

Cites Work

• Dynamic noncooperative game theory
• Analytical solution for an open-loop Stackelberg game
• Stackelburg solution for two-person games with biased information patterns

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