Stackelberg solution for a two-agent rational expectations model

DOI10.1016/J.AUTOMATICA.2021.109601MaRDI QIDQ2665099zbMATH OpenOpenAlexFDO

Authors Juanjuan Xu, Tamer Başar, Huanshui Zhang

Publication date 18 November 2021

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2021.109601

zbMATH Keywords

FBSDEsrational expectations modelStackelberg solution

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Hierarchical games (including Stackelberg games) (91A65) Applications of game theory (91A80) Decision theory (91B06)

Recommendations

• A Stackelberg game of backward stochastic differential equations with applications
• The maximum principle for global solutions of stochastic Stackelberg differential games
• Stackelberg solutions of differential games in the class of nonanticipative strategies
• Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach
• A Stackelberg game of backward stochastic differential equations with partial information

Cites work

• A ``nearly ideal solution to linear time-varying rational expectations models
• Control for Itô Stochastic Systems With Input Delay
• Control for networked control systems with remote and local controllers over unreliable communication channel
• scientific article; zbMATH DE number 3634142 (Why is no real title available?)
• scientific article; zbMATH DE number 1243371 (Why is no real title available?)
• scientific article; zbMATH DE number 4118294 (Why is no real title available?)
• Kalman filter approach to solution of rational expectations models
• Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
• Necessary and Sufficient Condition for Two-Player Stackelberg Strategy
• On Deriving the Inverse of a Sum of Matrices
• On Linear-Quadratic Stackelberg Games With Time Preference Rates
• Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
• Some thoughts on rational expectations models, and alternate formulations
• The solution of dynamic linear rational expectations models
• The Solution of Linear Difference Models under Rational Expectations

Cited in

(2)

• Feasible solution to discrete-time linear quadratic stochastic Stackelberg difference game
• Rational expectations models with multiplicative noise

This page was built for publication: Stackelberg solution for a two-agent rational expectations model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2665099)