Abstract
Open-loop multilevel Stackelberg strategies in deterministic, sequential decision-making problems for continuous linear systems and quadratic criteria are developed. Characterization of the Stackelberg controls via the solution of a higher-order square-matrix-Riccati differential equation is established; also, the basic structural properties of the coefficient matrices of this differential equation are established, and the basic structural properties of its solution are inferred.
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Communicated by G. Leitmann
This work was supported in part by the Energy Research and Development Administration, Contract No. ERDA E(49-18)-2088.
on leave from the Mihailo Pupin Institute, Belgrade, Yugoslavia.
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Medanic, J., Radojevic, D. Multilevel Stackelberg strategies in linear-quadratic systems. J Optim Theory Appl 24, 485–497 (1978). https://doi.org/10.1007/BF00932891
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DOI: https://doi.org/10.1007/BF00932891