A LINEAR QUADRATIC STOCHASTIC STACKELBERG DIFFERENTIAL GAME WITH TIME DELAY

被引：5
|
作者：
Meng, Weijun [1 ]
Shi, Jingtao [1 ]
机构：
[1] Shandong Univ, Sch Math, Jinan 250100, Peoples R China
来源：
MATHEMATICAL CONTROL AND RELATED FIELDS | 2022年 / 12卷 / 03期
基金：
国家重点研发计划;
关键词：
Time delay; stochastic Stackelberg differential game; leader and fol-lower; linear quadratic control; Riccati equation; open-loop Stackelberg strategy; MAXIMUM PRINCIPLE; STRATEGIES; EXISTENCE;
D O I：
10.3934/mcrf.2021035
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper is concerned with a linear quadratic stochastic Stack-elb erg differential game with time delay. The model is general, in which the state delay and the control delay both appear in the state equation, moreover, they both enter into the diffusion term. By introducing two Pseudo-Riccati equations and a special matrix equation, the state feedback representation of the open-loop Stackelberg strategy is derived, under some assumptions. Fi-nally, two examples are given to illustrate the applications of the theoretical results.
引用
收藏
页码：581 / 609
页数：29
相关论文
共 50 条
  • [1] Linear-quadratic stochastic Stackelberg differential game with asymmetric information
    Shi, Jingtao
    Wang, Guangchen
    Xiong, Jie
    SCIENCE CHINA-INFORMATION SCIENCES, 2017, 60 (09)
  • [2] A leader-follower stochastic linear quadratic differential game with time delay
    Xu, Juanjuan
    Shi, Jingtao
    Zhang, Huanshui
    SCIENCE CHINA-INFORMATION SCIENCES, 2018, 61 (11)
  • [3] Linear-quadratic stochastic Stackelberg differential game with asymmetric information
    Jingtao SHI
    Guangchen WANG
    Jie XIONG
    Science China(Information Sciences), 2017, 60 (09) : 211 - 225
  • [4] Linear-quadratic stochastic Stackelberg differential game with asymmetric information
    Jingtao Shi
    Guangchen Wang
    Jie Xiong
    Science China Information Sciences, 2017, 60
  • [5] A leader-follower stochastic linear quadratic differential game with time delay
    Juanjuan Xu
    Jingtao Shi
    Huanshui Zhang
    Science China Information Sciences, 2018, 61
  • [6] A leader-follower stochastic linear quadratic differential game with time delay
    Juanjuan XU
    Jingtao SHI
    Huanshui ZHANG
    ScienceChina(InformationSciences), 2018, 61 (11) : 86 - 98
  • [7] Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information*
    Shi, Jingtao
    Wang, Guangchen
    Xiong, Jie
    ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2020, 26
  • [8] A Linear Quadratic Stackelberg Game of Backward Stochastic Differential Equations with Partial Information
    Zheng, Yueyang
    Shi, Jingtao
    PROCEEDINGS OF THE 39TH CHINESE CONTROL CONFERENCE, 2020, : 966 - 971
  • [9] A linear-quadratic partially observed Stackelberg stochastic differential game with application
    Zheng, Yueyang
    Shi, Jingtao
    APPLIED MATHEMATICS AND COMPUTATION, 2022, 420
  • [10] Feasible solution to discrete-time linear quadratic stochastic Stackelberg difference game
    Qi, Qingyuan
    Zhang, Qianqian
    Sun, Yue
    ASIAN JOURNAL OF CONTROL, 2024, 26 (03) : 1442 - 1458
12345