Multiscale Control of Stackelberg Games
From MaRDI portal
Publication:6353152
DOI10.1016/J.MATCOM.2022.04.028arXiv2011.03405MaRDI QIDQ6353152FDOQ6353152
Authors: Michael Herty, S. Steffensen, Anna Thünen 
Publication date: 6 November 2020
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.
Game theory, economics, finance, and other social and behavioral sciences (91-XX) Calculus of variations and optimal control; optimization (49-XX)
This page was built for publication: Multiscale Control of Stackelberg Games
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6353152)
