Three-level Stackelberg strategies in linear-quadratic singular systems

Article type: Research Article

Authors: Liu, Xiaoping | Zhang, Siying

Affiliations: Department of Automatic Control, Northeast University of Technology, Shenyang, Liaoning, People's Republic of China

Abstract: In this paper open-loop three-level Stackelberg strategies in deterministic, sequential decision-making problems for linear continuous-time singular systems and quadratic cost function are studied. Necessary conditions under which the existence of open-loop Stackelberg strategies are derived. The analytical solution of three-level open-loop Stackelberg problem is given by means of the eigenvector method. An example is given to illustrate the proposed method.

Keywords: Singular systems, Stackelberg strategy, decision-making problems

DOI: 10.3233/INF-1991-2306

Journal: Informatica, vol. 2, no. 3, pp. 414-433, 1991