...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Journal of Optimization Theory and Applications >Existence and Uniqueness of Open-Loop Stackelberg Equilibria in Linear-Quadratic Differential Games
【24h】

Existence and Uniqueness of Open-Loop Stackelberg Equilibria in Linear-Quadratic Differential Games

机译：线性二次微分对策中开环Stackelberg均衡的存在唯一性。

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

We present existence and uniqueness results for a hierarchical or Stackelberg equilibrium in a two-player differential game with open-loop information structure. There is a known convexity condition ensuring the existence of a Stackelberg equilibrium, which was derived by Simaan and Cruz (Ref. 1). This condition applies to games with a rather nonconflicting structure of their cost criteria. By another approach, we obtain here new sufficient existence conditions for an open-loop equilibrium in terms of the solvability of a terminal-value problem of two symmetric Riccati differential equations and a coupled system of Riccati matrix differential equations. The latter coupled system appears also in the necessary conditions, but contrary to the above as a boundary-value problem. In case that the convexity condition holds, both symmetric equations are of standard type and admit globally a positive-semidefinite solution. But the conditions apply also to more conflicting situations. Then, the corresponding Riccati differential equations may be of H_∞-type. We obtain also different uniqueness conditions using a Lyapunov-type approach. The case of time-invariant parameters is discussed in more detail and we present a numerical example.
机译：在具有开环信息结构的两人差分游戏中，我们给出了层次或Stackelberg平衡的存在性和唯一性结果。有一个已知的凸度条件可确保存在Stackelberg平衡，这是由Simaan和Cruz得出的（参考文献1）。此条件适用于成本标准相当不冲突的游戏。通过另一种方法，我们从两个对称的Riccati微分方程和Riccati矩阵微分方程的耦合系统的终值问题的可解性的角度，为开环平衡获得了新的充分存在条件。后一种耦合系统也出现在必要条件下，但与上述相反，是一个边值问题。在凸性条件成立的情况下，两个对称方程均为标准类型，并且全局接受正半定解。但是条件也适用于更多冲突的情况。然后，相应的里卡蒂微分方程可以是H_∞型的。我们还使用Lyapunov型方法获得不同的唯一性条件。时不变参数的情况将更详细地讨论，并且我们给出一个数值示例。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号