Stackelberg strategies in linear-quadratic stochastic differential games

DOI10.1007/BF00934911MaRDI QIDQ1145643zbMATH OpenOpenAlexFDO

Authors Tamer Başar, Arunabha Bagchi

Publication date 1981

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00934911

zbMATH Keywords

algorithmsexistenceuniquenessincomplete informationnoisy measurementsStackelberg solutionnumerical aspectsStackelberg strategiesasymmetric information patternscalculation of solutionslinear state dynamicslinear-quadratic stochastic differential gamesnonzero- sum gamesquadratic objective functionalstwo-player stochastic differential games

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)

Cites work

• scientific article; zbMATH DE number 3233253 (Why is no real title available?)
• Leader-follower strategies for multilevel systems
• On stochastic dynamic Stackelberg strategies
• On the Stackelberg strategy in nonzero-sum games
• Stackelburg solution for two-person games with biased information patterns

Cited in

(20)

• Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
• Hierarchical mean-field type control of price dynamics for electricity in smart grid
• Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach
• Linear quadratic leader-follower stochastic differential games: closed-loop solvability
• Optimum/near-optimum incentive policies for stochastic decision problems involving parametric uncertainty
• Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
• A Stackelberg game of backward stochastic differential equations with applications
• Open-loop Stackelberg learning solution for hierarchical control problems
• Feasible solution to discrete-time linear quadratic stochastic Stackelberg difference game
• Partially observed mean-field Stackelberg stochastic differential game with two followers
• Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems
• Hierarchical structures and leadership design in mean-field-type games with polynomial cost
• Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
• Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps
• Stochastic linear quadratic Stackelberg differential game with overlapping information
• A Stackelberg game of backward stochastic differential equations with partial information
• Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem
• Statistical Stackelberg game control: open-loop minimal cost variance case
• Infinite horizon Stackelberg differential games with random coefficients under control input constraint
• Stackelberg game approach to mixed \(H_2/H_\infty\) problem for continuous-time system

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