Stackelberg strategies for singular dynamic games

Article type: Research Article

Authors: Liu, Xiaoping | Zhang, Siying

Affiliations: Department of Automatic Control, Northeast University of Technology, Shenyang, 110006, Liaoning, China

Abstract: This paper is concerned with the derivation of open-loop Stackelberg (OLS) solutions of a class of continuous-time two-player nonzero-sum differential games characterized by quadratic cost functionals and linear singular systems. By applying the calculus of variations, necessary conditions are derived under which the open-loop Stackelberg solution of the leader exists. Under the transformation by which the matrix E has diagonal form, we derive a matrix Riccati differential equation from the necessary conditions. An example is given to illustrate the results of the paper.

Keywords: Stackelberg strategy, singular systems, dynamic games

DOI: 10.3233/INF-1991-2205

Journal: Informatica, vol. 2, no. 2, pp. 233-247, 1991