2022/12/17 by Hongdan Li, Li, Hongdan, Juanjuan Xu +3
Medicine · Physics and Astronomy · #FOS: Mathematics #Mathematical and Theoretical Epidemiology and Ecology Models #Opinion Dynamics and Social Influence #Optimization and Control (math.OC)
paper · pdf · doi:10.48550/arxiv.2212.08977
openalex publication_date 2022/12/17 · openalex created_date 2023/01/04 · openalex updated_date 2026/07/28
This paper is concerned with the closed-loop Stackelberg strategy for linear-quadratic leader-follower game. Completely different from the open-loop and feedback Stackelberg strategy, the solvability of the closed-loop solution even the linear case remains challenging. The main contribution of the paper is to derive the explicitly linear closed-loop Stackelberg strategy with one-step memory in terms of Riccati equations. The key technique is to apply the constrained maximum principle to the leader-follower game and explicitly solve the corresponding forward and backward difference equations. Numerical examples verify the effectiveness of the results, which achieves better performance than feedback strategy.