Multiscale Control of Stackelberg Games

DOI10.1016/J.MATCOM.2022.04.028MaRDI QIDQ6353152arXivFDO

Authors Michael Herty, S. Steffensen, Anna Thünen

Publication date 6 November 2020

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX) Calculus of variations and optimal control; optimization (49-XX)

Abstract: We present a linear--quadratic Stackelberg game with a large number of followers and we also derive the mean field limit of infinitely many followers. The relation between optimization and mean-field limit is studied and conditions for consistency are established. Finally, we propose a numerical method based on the derived models and present numerical results.

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