Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems (Q503191)

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Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
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    Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems (English)
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    11 January 2017
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    stochastic systems
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    Stackelberg games
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    Nash games
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    cross-coupled stochastic algebraic equations (CSAEs)
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    hierarchical \(H_\infty\)-constraint control
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