Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon
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Publication:2423902
DOI10.1016/j.jfranklin.2019.05.012zbMath1415.93293OpenAlexW2945387888MaRDI QIDQ2423902
Publication date: 21 June 2019
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.05.012
optimal controlgeneralized algebraic Riccati equationsdiscrete-time mean-field stochastic systemsfeedback Stackelberg strategies
Hierarchical games (including Stackelberg games) (91A65) Feedback control (93B52) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Related Items (4)
Incentive feedback Stackelberg strategy for stochastic systems with state-dependent noise ⋮ Incentive feedback Stackelberg strategy for the discrete-time stochastic systems ⋮ A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time ⋮ Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
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