Abstract
This paper presents a general method for derivation of a tight lower bound on the Stackelberg cost of the leader in general two-person deterministic games with partial dynamic state information. The method converts the original dynamic Stackelberg problem into two open-loop optimization problems whose solutions can readily be obtained using the standard techniques of optimization and optimal control theory. When applied to the class of linear-quadratic dynamic games with partial dynamic information, defined on general Hilbert spaces, each one of these open-loop optimization problems becomes a quadratic programming problem with linear constraints, thus allowing for an explicit computation of the Stackelberg cost value.
Original language | English (US) |
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Pages (from-to) | 47-56 |
Number of pages | 10 |
Journal | Large Scale Systems |
Volume | 3 |
Issue number | 1 |
State | Published - 1982 |
Externally published | Yes |
ASJC Scopus subject areas
- Engineering(all)