Stackelberg solution for a two-agent rational expectations model

DOI10.1016/j.automatica.2021.109601zbMath1478.91071OpenAlexW3146025840MaRDI QIDQ2665099

Tamer Başar, Juanjuan Xu, Huan-Shui 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

Stackelberg solutionrational expectations modelFBSDEs

Mathematics Subject Classification ID

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

Cites Work

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• On Deriving the Inverse of a Sum of Matrices
• Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
• On Linear-Quadratic Stackelberg Games With Time Preference Rates

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