TY - JOUR
T1 - STOCHASTIC STAGEWISE STACKLEBERG STRATEGIES FOR LINEAR QUADRATIC SYSTEMS.
AU - Basar, Tamer
PY - 1979
Y1 - 1979
N2 - 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.
AB - 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.
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U2 - 10.1007/bfb0009386
DO - 10.1007/bfb0009386
M3 - Conference article
AN - SCOPUS:0018712810
SN - 0160-8835
SP - 264
EP - 276
JO - American Society of Mechanical Engineers, Applied Mechanics Division, AMD
JF - American Society of Mechanical Engineers, Applied Mechanics Division, AMD
ER -