Incentive feedback Stackelberg strategy for stochastic systems with state-dependent noise
Incentive feedback Stackelberg strategy for stochastic systems with state-dependent noise
复制标题
具有状态相关噪声的随机系统的激励反馈 Stackelberg 策略
DOI：
10.1016/j.jfranklin.2022.01.003
复制
发表时间：
2022-01
期刊：
影响因子：
--
通讯作者：
Weihai Zhang
中科院分区：
文献类型：
--
作者：
Yaning Lin;Wenhui Gao;Weihai Zhang
This paper designs an incentive strategy for a class of stochastic Stackelberg games in finite horizon and infinite horizon, respectively. The obtained incentive Stackelberg strategy works well in the sense that the leader will get his desired solution in the end. Different from the existing works, the state-dependent noise is considered in the design of the incentive Stackelberg strategy. Moreover, the mean-square stabilization can be guaranteed by the follower. The algorithm procedure is put forward to obtain effectively the incentive feedback Stackelberg strategy in infinite horizon. Finally, two examples are given to shed light on the effectiveness of the proposed algorithm procedure.
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DOI：
10.1109/9.863597
发表时间：
2000-06
期刊：
IEEE Trans. Autom. Control.
影响因子：
--
作者：
M. A. Rami;X. Zhou
通讯作者：
M. A. Rami;X. Zhou
影响因子：
1.1
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通讯作者：
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发表时间：
1976-12
期刊：
1976 IEEE Conference on Decision and Control including the 15th Symposium on Adaptive Processes
影响因子：
--
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通讯作者：
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影响因子：
2.1
作者：
M. Salman;J. Cruz
通讯作者：
M. Salman;J. Cruz
DOI：
10.1137/s0363012901391925
发表时间：
2002-04
期刊：
SIAM J. Control. Optim.
影响因子：
--
作者：
J. Yong
通讯作者：
J. Yong