Stackelberg strategies for stochastic systems with multiple followers

被引：33

作者：

Mukaidani, Hiroaki ^{[1
]}

Xu, Hua ^{[2
]}

机构：

[1] Hiroshima Univ, Inst Engn, Higashihiroshima 7398527, Japan

[2] Univ Tsukuba, Grad Sch Business Sci, Tokyo 1120012, Japan

来源：

AUTOMATICA | 2015年 / 53卷

关键词：

Dynamic system networks; Linear stochastic systems; Stackelberg games; Multiple followers; Pareto optimality; Nash equilibrium; GAMES; TEAM;

D O I：

10.1016/j.automatica.2014.12.021

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, Stackelberg games for linear stochastic systems governed by Ito differential equations with multiple followers are investigated. Stackelberg strategies are developed under two different settings, that is, the followers act either cooperatively to attain Pareto optimality or non-cooperatively to arrive at a Nash equilibrium. After establishing the necessary conditions to obtain Stackelberg strategies by using sets of cross-coupled algebraic nonlinear matrix equations (CANMEs), two numerical algorithms are developed based on Newton's method and the semidefinite programming (SDP) problem to solve the CANMEs. Finally, a numerical example is solved to demonstrate the validity of the algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

引用

页码：53 / 59

页数：7

共 30 条

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[Anonymous], 1988, Matrix Differential Calculus with Applications in Statistics and Econometrics

[2]

Castanon D., 1976, THESIS MIT

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