Incentive problems: A class of stochastic Stackelberg closed-loop dynamic games

DOI10.1016/S0167-6911(81)80006-0zbMath0481.93055OpenAlexW2152964257MaRDI QIDQ1162484

Yu-Chi Ho, Tsu-Shuan Chang

Publication date: 1981

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(81)80006-0

zbMATH Keywords

incentivesinformation structurecomplete state information structurecontrol-sharing information structureone-step-delay sharingstochastic Stackelberg closed-loop dynamic game

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Probabilistic games; gambling (91A60) Decision theory for games (91A35)

Related Items (4)

On incentive problems ⋮ On stochastic incentive control problems with partial dynamic information ⋮ Optimum/near-optimum incentive policies for stochastic decision problems involving parametric uncertainty ⋮ Optimal affine leader functions in reverse Stackelberg games. Existence conditions and characterization

Cites Work

• Unnamed Item
• Closed-loop Stackelberg strategies with applications in the optimal control of multilevel systems
• Nonclassical control problems and Stackelberg games
• A Counterexample in Stochastic Optimum Control
• Team decision theory and information structures in optimal control problems--Part I

This page was built for publication: Incentive problems: A class of stochastic Stackelberg closed-loop dynamic games