Existence of Open Loop Equilibria for Disturbed Stackelberg Games
In this work, we derive necessary and sufficient conditions for the existence of an hierarchic equilibrium of a disturbed two player linear quadratic game with open loop information structure. A convexity condition guarantees the existence of a unique Stackelberg equilibria; this solution is first o...
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| Autores principales: | , , |
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2020
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/72134 |
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| Sumario: | In this work, we derive necessary and sufficient conditions for the existence of an hierarchic equilibrium of a disturbed two player linear quadratic game with open loop information structure. A convexity condition guarantees the existence of a unique Stackelberg equilibria; this solution is first obtained in terms of a pair of symmetric Riccati equations and also in terms of a coupled of system of Riccati equations. In this latter case, the obtained equilibrium controls are of feedback type. |
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| ISBN: | 978-1-83968-327-5 |
| DOI: | 10.5772/intechopen.92202 |