Abstract
A method is proposed for solving the two-point boundary-value problem occurring in discrete-time linear-quadratic Stackelberg games. It is shown that, for open-loop information structure, the necessary conditions can be ordered to form a symplectic matrix. The solution is then obtained by exploiting the properties of such a matrix.
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Communicated by M. Simaan
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Abou-Kandil, H. Closed-form solution for discrete-time linear-quadratic Stackelberg games. J Optim Theory Appl 65, 139–147 (1990). https://doi.org/10.1007/BF00941165
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DOI: https://doi.org/10.1007/BF00941165