Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
From MaRDI portal
Publication:503191
DOI10.1016/j.automatica.2016.10.016zbMath1352.93106OpenAlexW2560295441MaRDI QIDQ503191
Publication date: 11 January 2017
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2016.10.016
stochastic systemsStackelberg gamesNash gamescross-coupled stochastic algebraic equations (CSAEs)hierarchical \(H_\infty\)-constraint control
Hierarchical games (including Stackelberg games) (91A65) Applications of game theory (91A80) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Related Items
Incentive feedback Stackelberg strategy for stochastic systems with state-dependent noise, Non-fragile finite-time extended dissipative control for a class of uncertain discrete time switched linear systems, Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon, Incentive feedback Stackelberg strategy for the discrete-time stochastic systems, Stackelberg method to stabilize game-based control system, Incentive Stackelberg Games for Stochastic Systems, Stackelberg games for model-free continuous-time stochastic systems based on adaptive dynamic programming, Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps, Automata-based controller synthesis for stochastic systems: a game framework via approximate probabilistic relations
Cites Work
- Unnamed Item
- Pareto optimality in infinite horizon linear quadratic differential games
- Differential games with mixed leadership: The open-loop solution
- Min-max and min-min Stackelberg strategies with closed-loop information structure
- Parallel algorithms for optimal control of large scale linear systems
- Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise
- Closed-form solution for discrete-time linear-quadratic Stackelberg games
- Synchronization of discrete-time multi-agent systems on graphs using Riccati design
- Linear quadratic differential games with mixed leadership: the open-loop solution
- Stackelberg strategies for stochastic systems with multiple followers
- Open-loop Nash equilibrium in polynomial differential games via state-dependent Riccati equation
- Necessary and Sufficient Condition for Two-Player Stackelberg Strategy
- Closed-loop Stackelberg strategies in linear-quadratic problems
- Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games
- A Numerical Analysis of the Nash Strategy for Weakly Coupled Large-Scale Systems
- The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games
