IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Online ISSN : 1745-1337
Print ISSN : 0916-8508
Regular Section
Infinite-Horizon Team-Optimal Incentive Stackelberg Games for Linear Stochastic Systems
Hiroaki MUKAIDANI
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2016 Volume E99.A Issue 9 Pages 1721-1725

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Abstract

In this paper, an infinite-horizon team-optimal incentive Stackelberg strategy is investigated for a class of stochastic linear systems with many non-cooperative leaders and one follower. An incentive structure is adopted which allows for the leader's team-optimal Nash solution. It is shown that the incentive strategy set can be obtained by solving the cross-coupled stochastic algebraic Riccati equations (CCSAREs). In order to demonstrate the effectiveness of the proposed strategy, a numerical example is solved.

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© 2016 The Institute of Electronics, Information and Communication Engineers
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