Title: Infinite-horizon multi-leader-follower incentive stackelberg games for linear stochastic systems with H<inf>∞</inf> constraint
Abstract: In this paper, an infinite-horizon incentive Stackelberg game with multiple leaders and multiple followers is investigated for a class of linear stochastic systems with H <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">∞</sub> constraint. In this game, an incentive structure is developed in such a way that leaders achieve Nash equilibrium attenuating the disturbance under H <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">∞</sub> constraint. Simultaneously, followers achieve their Nash equilibrium ensuring the incentive Stackelberg strategies of the leaders while the worst-case disturbance is considered. In our research, it is shown that by solving some cross-coupled stochastic algebraic Riccati equations (CCSAREs) and matrix algebraic equations (MAEs) the incentive Stackelberg strategy set can be obtained. Finally, to demonstrate the effectiveness of our proposed scheme, a numerical example is solved.
Publication Year: 2017
Publication Date: 2017-09-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 1
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