Statistical Stackelberg game control: open-loop minimal cost variance case

DOI10.1016/j.automatica.2018.12.015zbMath1411.91164OpenAlexW2908974431WikidataQ128609398 ScholiaQ128609398MaRDI QIDQ1737739

Firdous Saleheen, Chang-Hee Won

Publication date: 24 April 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.12.015

zbMATH Keywords

Stackelberg gamesopen-loop controlstatistical controlminimal cost variancestatistical Stackelberg games

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Differential games (aspects of game theory) (91A23) Applications of statistics (62P99) Stochastic games, stochastic differential games (91A15)

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Cites Work

• Stackelberg strategies in linear-quadratic stochastic differential games
• On stochastic dynamic Stackelberg strategies
• Additional aspects of the Stackelberg strategy in nonzero-sum games
• <inline-formula> <tex-math notation="LaTeX">$N$</tex-math> </inline-formula>-Player Statistical Nash Game Control: <inline-formula> <tex-math notation="LaTeX">$m$</tex-math> </inline-formula>-th Cost Cumulant Optimization
• Closed-loop Stackelberg strategies in linear-quadratic problems
• A Leader-Follower Stochastic Linear Quadratic Differential Game
• The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games
• Existence and uniqueness of open-loop Stackelberg equilibria in linear-quadratic differential games
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