Deterministic dynamic Stackelberg games: time-consistent open-loop solution

DOI10.1016/j.automatica.2022.110757OpenAlexW4311175075MaRDI QIDQ2682302

Liping Liu, Yuan-Hua Ni, Xinzhen Zhang

Publication date: 31 January 2023

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.04103

zbMATH Keywords

linear-quadratic problemtime inconsistencyStackelberg game

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Dynamic games (91A25)

Cites Work

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• A Leader-Follower Stochastic Linear Quadratic Differential Game
• Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium
• Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions
• The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games

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