Stackelberg Strategy of Two-player Stochastic Difference Game With Time Delay
In this paper, we study the open-loop Stackelberg strategy of stochastic Stackelberg game with time delay. The main contribution is to give the explicit Stackelberg strategy in terms of Riccati equations. The key to solving the problem is the explicit solvability of the forward and backward stochast...
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| Veröffentlicht in: | International journal of control, automation, and systems automation, and systems, 2023-09, Vol.21 (9), p.2904-2915 |
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| container_title | International journal of control, automation, and systems |
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| creator | Liu, Jingmei Wang, Wei Xu, Juanjuan Zhang, Huanshui |
| description | In this paper, we study the open-loop Stackelberg strategy of stochastic Stackelberg game with time delay. The main contribution is to give the explicit Stackelberg strategy in terms of Riccati equations. The key to solving the problem is the explicit solvability of the forward and backward stochastic difference equations (FBSDEs). Moreover, the optimal costs are indicated by using the initial value of the state. |
| doi_str_mv | 10.1007/s12555-022-0534-5 |
| format | Article |
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| issn | 1598-6446 2005-4092 |
| language | eng |
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| source | SpringerLink Journals - AutoHoldings |
| subjects | Control Difference equations Engineering Game theory Mathematical analysis Mechatronics Regular Papers Riccati equation Robotics Strategy Time lag |
| title | Stackelberg Strategy of Two-player Stochastic Difference Game With Time Delay |
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