A differential game with multi-level of hierarchy (Q1189689)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A differential game with multi-level of hierarchy |
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A differential game with multi-level of hierarchy (English)
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27 September 1992
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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.
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uniqueness
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closed loop representation
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open-loop Stackelberg strategies
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multi-level linear-quaratic game
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Riccati equation
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