Necessary and Sufficient Condition for Two-Player Stackelberg Strategy

被引：52
|
作者：
Xu, Juanjuan [1 ]
Zhang, Huanshui [1 ]
Chai, Tianyou [2 ]
机构：
[1] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China
[2] Northeastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Liaoning, Peoples R China
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2015年 / 60卷 / 05期
基金：
中国国家自然科学基金;
关键词：
Leader-follower; necessary and sufficient condition; Riccati equation; Stackelberg strategy; ZERO-SUM GAMES; DISCRETE-TIME; DIFFERENTIAL-GAMES; RICCATI-EQUATIONS; 2-PERSON; NASH;
D O I：
10.1109/TAC.2014.2346460
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This technical note revisits the open-loop Stackelberg strategy for a two-player game. By introducing a new costate, which captures the future information of the control input, we present a necessary and sufficient condition for the existence and uniqueness of the two-player game. The optimal strategy is designed in terms of three decoupled and symmetric Riccati equations which improves the existing results greatly on computation.
引用
收藏
页码：1356 / 1361
页数：6
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