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首页> 外文期刊>Journal of Economic Dynamics and Control >Envelope theorems for locally differentiable open-loop Stackelberg equilibria of finite horizon differential games
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Envelope theorems for locally differentiable open-loop Stackelberg equilibria of finite horizon differential games

机译：有限水平微分对策的局部可微开环Stackelberg平衡的包络定理

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摘要

Envelope theorems are established for locally differentiable Stackelberg equilibria of a general class of finite horizon differential games with an open-loop information structure. It is shown that the follower's envelope results agree in form with those of any player in an open-loop Nash equilibrium, while those of the leader differ. An unanticipated conclusion is that the costate vector of the leader-but not that of the follower-corresponding to the state vector of the differential game may be legitimately interpreted as the shadow value of the state vector for time-inconsistent open-loop Stackelberg equilibria. Surprisingly, the same cannot be said for time-consistent open-loop Stackelberg equilibria.
机译：建立了具有开环信息结构的一类普通有限域微分对策的局部可微Stackelberg平衡的包络定理。结果表明，在开环纳什均衡中，跟随者的信封结果与任何参与者的形式一致，而领导者的信封结果有所不同。出乎意料的结论是，与时差开环Stackelberg均衡相比，与差分博弈状态向量相对应的先导者的昂贵向量，而不是跟随者的代价向量，可以合理地解释为状态向量的影子值。令人惊讶的是，时间一致的开环Stackelberg平衡不能说相同。

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