A differential game with multi-level of hierarchy
The authors present a closed loop representation of open-loop Stackelberg strategies in a multi-level linear-quadratic game. Uniqueness of the open-loop Stackelberg \(N\)-level equilibrium, and the related Riccati equation is proved. The \(i\)-th player is a leader of the \((i-1)\)-th player, and a follower of the \((i+1)\)-th player.
scientific article; zbMATH DE number 57728
scientific article