Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems

DOI10.1016/j.automatica.2016.10.016zbMath1352.93106OpenAlexW2560295441MaRDI QIDQ503191

Hiroaki Mukaidani, Hua Xu

Publication date: 11 January 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.10.016

zbMATH Keywords

stochastic systemsStackelberg gamesNash gamescross-coupled stochastic algebraic equations (CSAEs)hierarchical \(H_\infty\)-constraint control

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Applications of game theory (91A80) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (9)

Incentive feedback Stackelberg strategy for stochastic systems with state-dependent noise ⋮ Non-fragile finite-time extended dissipative control for a class of uncertain discrete time switched linear systems ⋮ Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon ⋮ Incentive feedback Stackelberg strategy for the discrete-time stochastic systems ⋮ Stackelberg method to stabilize game-based control system ⋮ Incentive Stackelberg Games for Stochastic Systems ⋮ 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 ⋮ Automata-based controller synthesis for stochastic systems: a game framework via approximate probabilistic relations

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