A consistent, closed-loop solution for infinite-horizon, linear- quadratic, dynamic Stackelberg games

DOI10.1016/0165-1889(88)90028-0zbMath0653.90105OpenAlexW2040617209MaRDI QIDQ1108211

Peter A. Zadrozny

Publication date: 1988

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(88)90028-0

zbMATH Keywords

consistencyfeedback solutionduopoly modeldynamic-programmingAnticipative controlanticipative non-Markovian controldominant-player dynamic gamesinfinite-horizon, linear-quadratic, dynamic, 2-player, Stackelberg gamesmatrix-differential calculusRiccati-like solution equationssolution in discrete-timetime-consistent solutions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) 2-person games (91A05) Discrete-time control/observation systems (93C55) Hierarchical systems (93A13) Multistage and repeated games (91A20)

Related Items (1)

An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game.

Cites Work

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• Equilibrium solutions in dynamic dominant-player models
• Additional aspects of the Stackelberg strategy in nonzero-sum games
• Noncooperative and Dominant Player Solutions in Discrete Dynamic Games
• Closed-loop Stackelberg strategies in linear-quadratic problems
• Closed-loop Stackelberg strategies with applications in the optimal control of multilevel systems

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