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1887

access icon free -constrained incentive Stackelberg games for discrete-time stochastic systems with multiple followers

© The Institution of Engineering and Technology
Received 13/02/2017, Accepted 16/06/2017, Revised 16/05/2017, Published 20/06/2017

The authors discuss an incentive Stackelberg game with one leader and multiple non-cooperative followers, for a class of discrete-time stochastic systems with an external disturbance. In this game, the leader achieves a team-optimal solution by attenuating the external disturbance under their constraint, whereas the followers adopt Nash equilibrium strategies according to the leader's incentive Stackelberg strategy set (declared in advance) while considering the worst-case disturbance. Using our proposed method, we demonstrate that the incentive Stackelberg strategy set can be found by solving a set of matrix-valued equations. Techniques are presented for both the finite- and infinite-horizon cases. In addition, through an academic and a practical numerical examples, we verify the efficacy of the proposed method in providing the incentive Stackelberg strategy set.

Inspec keywords: H∞ control; matrix algebra; discrete time systems; stochastic systems; game theory

Other keywords: discrete-time stochastic systems; multiple noncooperative followers; team-optimal solution; matrix-valued equations; H∞-constrained incentive Stackelberg games; external disturbance; infinite-horizon; leader incentive Stackelberg strategy; finite-horizon; Nash equilibrium strategies

Subjects: Game theory; Time-varying control systems; Discrete control systems; Algebra; Optimal control

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