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.
引用
收藏
页码：2904 / 2915
页数：11
相关论文
共 27 条
  • [21] Stability, period and chaos of the evolutionary game strategy induced by time-delay and mutation feedback
    Wang, Yifei
    Meng, Xinzhu
    Alzahrani, Abdullah Khames
    CHAOS SOLITONS & FRACTALS, 2024, 181
  • [22] An implicit nonlinear difference scheme for two-dimensional time-fractional Burgers’ equation with time delay
    Mingcong Xiao
    Zhibo Wang
    Yan Mo
    Journal of Applied Mathematics and Computing, 2023, 69 : 2919 - 2934
  • [23] An implicit nonlinear difference scheme for two-dimensional time-fractional Burgers' equation with time delay
    Xiao, Mingcong
    Wang, Zhibo
    Mo, Yan
    JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2023, 69 (04) : 2919 - 2934
  • [24] Two-degree-of-freedom Congestion Control Strategy Against Time Delay and Disturbance
    Wang, Hao
    Wei, Wei
    Li, Yanhua
    Liao, Chenda
    Qiao, Yan
    Tian, Zuohua
    2010 IEEE GLOBAL TELECOMMUNICATIONS CONFERENCE GLOBECOM 2010, 2010,
  • [25] Mean-Square Boundedness on an Event-Triggered Control Strategy for Discrete-Time Stochastic Systems with Time-Delay
    Gao Y.
    Li Y.-J.
    Peng L.
    1600, Chinese Institute of Electronics (48): : 524 - 530
  • [26] POPULATION DYNAMICAL BEHAVIOR OF A TWO-PREDATOR ONE-PREY STOCHASTIC MODEL WITH TIME DELAY
    Liu, Meng
    Bai, Chuanzhi
    Jin, Yi
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2017, 37 (05) : 2513 - 2538
  • [27] An improved two-layer model for rumor propagation considering time delay and event-triggered impulsive control strategy
    Dong, Yafang
    Huo, Liang'an
    Zhao, Laijun
    CHAOS SOLITONS & FRACTALS, 2022, 164
123