IEICE TRANSACTIONS on Fundamentals
Infinite-Horizon Team-Optimal Incentive Stackelberg Games for Linear Stochastic Systems
Summary :
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.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E99-A No.9 pp.1721-1725
- Publication Date
- 2016/09/01
- Publicized
- Online ISSN
- 1745-1337
- DOI
- 10.1587/transfun.E99.A.1721
- Type of Manuscript
- LETTER
- Category
- Systems and Control
Authors
Hiroaki MUKAIDANI
Hiroshima University
Keyword
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Hiroaki MUKAIDANI, "Infinite-Horizon Team-Optimal Incentive Stackelberg Games for Linear Stochastic Systems" in IEICE TRANSACTIONS on Fundamentals,
vol. E99-A, no. 9, pp. 1721-1725, September 2016, doi: 10.1587/transfun.E99.A.1721.
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.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/transfun.E99.A.1721/_p
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@ARTICLE{e99-a_9_1721,
author={Hiroaki MUKAIDANI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Infinite-Horizon Team-Optimal Incentive Stackelberg Games for Linear Stochastic Systems},
year={2016},
volume={E99-A},
number={9},
pages={1721-1725},
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.},
keywords={},
doi={10.1587/transfun.E99.A.1721},
ISSN={1745-1337},
month={September},}
Copy
TY - JOUR
TI - Infinite-Horizon Team-Optimal Incentive Stackelberg Games for Linear Stochastic Systems
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1721
EP - 1725
AU - Hiroaki MUKAIDANI
PY - 2016
DO - 10.1587/transfun.E99.A.1721
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E99-A
IS - 9
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - September 2016
AB - 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.
ER -
English
