STOCHASTIC STAGEWISE STACKLEBERG STRATEGIES FOR LINEAR QUADRATIC SYSTEMS.

Research output: Contribution to journalConference articlepeer-review

Abstract

A set of stagewise Stackelberg strategies is obtained for discrete-time linear stochastic systems that involve two controllers, two quadratic objective functionals and the one-step-delay information sharing pattern, The optimal strategies are linear and they can be implemented recursively, with the off-line computations requiring the solution of a Lyapunov-type equation, at each stage, and appropriate updating.

Original languageEnglish (US)
Pages (from-to)264-276
Number of pages13
JournalAmerican Society of Mechanical Engineers, Applied Mechanics Division, AMD
StatePublished - 1979
Externally publishedYes

ASJC Scopus subject areas

  • Mechanical Engineering

Fingerprint

Dive into the research topics of 'STOCHASTIC STAGEWISE STACKLEBERG STRATEGIES FOR LINEAR QUADRATIC SYSTEMS.'. Together they form a unique fingerprint.

Cite this