Stackelberg strategies for stochastic systems with multiple followers

DOI10.1016/j.automatica.2014.12.021zbMath1371.93217OpenAlexW2029998217MaRDI QIDQ2409408

Hiroaki Mukaidani, Hua Xu

Publication date: 11 October 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.12.021

zbMATH Keywords

Nash equilibriumPareto optimalitymultiple followersStackelberg gameslinear stochastic systemsdynamic system networks

Mathematics Subject Classification ID

Semidefinite programming (90C22) Noncooperative games (91A10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Newton-type methods (49M15) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

Related Items (12)

Incentive feedback Stackelberg strategy for stochastic systems with state-dependent noise ⋮ Stackelberg stochastic differential game with asymmetric noisy observations ⋮ Infinite horizon linear quadratic Pareto game of the stochastic singular systems ⋮ A linear-quadratic partially observed Stackelberg stochastic differential game with application ⋮ Pareto-based Stackelberg differential game for stochastic systems with multi-followers ⋮ Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon ⋮ Incentive Stackelberg Games for Stochastic Systems ⋮ Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems ⋮ Global solutions of stochastic Stackelberg differential games under convex control constraint ⋮ Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with $N$-players ⋮ Stackelberg games for model-free continuous-time stochastic systems based on adaptive dynamic programming ⋮ Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps

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