Incentive problems: A class of stochastic Stackelberg closed-loop dynamic games

DOI10.1016/S0167-6911(81)80006-0MaRDI QIDQ1162484zbMATH OpenOpenAlexFDO

Authors T. S. Chang, Yu-Chi Ho

Publication date 1981

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(81)80006-0

zbMATH Keywords

incentivesinformation structurecomplete state information structurecontrol-sharing information structureone-step-delay sharingstochastic Stackelberg closed-loop dynamic game

Mathematics Subject Classification ID

Decision theory for games (91A35) Discrete-time control/observation systems (93C55) Probabilistic games; gambling (91A60)

Cites work

• scientific article; zbMATH DE number 3475270 (Why is no real title available?)
• A Counterexample in Stochastic Optimum Control
• Closed-loop Stackelberg strategies with applications in the optimal control of multilevel systems
• Nonclassical control problems and Stackelberg games
• Team decision theory and information structures in optimal control problems--Part I

Cited in

(4)

• Optimal affine leader functions in reverse Stackelberg games. Existence conditions and characterization
• On stochastic incentive control problems with partial dynamic information
• On incentive problems
• Optimum/near-optimum incentive policies for stochastic decision problems involving parametric uncertainty

This page was built for publication: Incentive problems: A class of stochastic Stackelberg closed-loop dynamic games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1162484)