Stackelberg Strategy of Two-player Stochastic Difference Game With Time Delay

被引：0
|
作者：
Jingmei Liu
Wei Wang
Juanjuan Xu
Huanshui Zhang
机构：
[1] Shandong University,School of Control Science and Engineering
[2] Shandong University of Science and Technology,College of Electrical Engineering and Automation
来源：
International Journal of Control, Automation and Systems | 2023年 / 21卷 / 9期
关键词：
Difference game; maximum principle; Stackelberg strategy; stochastic; time delay;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：2904 / 2915
页数：11
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