Optimal linear closed-loop Stackelberg strategy with asymmetric information

DOI10.1007/s10957-023-02316-yzbMath1530.49031OpenAlexW4387672808MaRDI QIDQ6145060

Yue Sun, Huan-Shui Zhang, Hongdan Li, Juanjuan Xu

Publication date: 8 January 2024

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

Full work available at URL: https://doi.org/10.1007/s10957-023-02316-y

zbMATH Keywords

asymmetric informationinnovationcoupled Riccati equationslinear closed-loop Stackelberg strategy

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Linear optimal control problems (49N05)

Cites Work

• Unnamed Item
• A review of dynamic Stackelberg game models
• Stochastic discrete-time Nash games with constrained state estimators
• Team-optimal closed-loop Stackelberg strategies in hierarchical control problems
• Dynamic noncooperative game theory
• On stochastic dynamic Stackelberg strategies
• Linear quadratic mean field Stackelberg differential games
• Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
• A loss-averse retailer-supplier supply chain model under trade credit in a supplier-Stackelberg game
• A survey of game-theoretic models of cooperative advertising
• On the Stackelberg strategy in nonzero-sum games
• Additional aspects of the Stackelberg strategy in nonzero-sum games
• Nash equilibria in risk-sensitive dynamic games
• Necessary and Sufficient Condition for Two-Player Stackelberg Strategy
• On the linear-quadratic-Gaussian Nash game with one-step delay observation sharing pattern
• Closed-loop Stackelberg strategies in linear-quadratic problems
• Closed-loop Stackelberg strategies with applications in the optimal control of multilevel systems
• Two-criteria LQG decision problems with one-step delay observation sharing pattern
• A Leader-Follower Stochastic Linear Quadratic Differential Game
• On Linear-Quadratic Stackelberg Games With Time Preference Rates
• Decentralized Control for Networked Control Systems With Asymmetric Information
• Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising
• The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games
• Stackelburg solution for two-person games with biased information patterns
• A Stackelberg solution for games with many players

This page was built for publication: Optimal linear closed-loop Stackelberg strategy with asymmetric information