Reference
K. Staňková and B. De Schutter, "Stackelberg equilibria for
discrete-time dynamic games - Part I: Deterministic games,"
Proceedings of the 2011 IEEE International Conference on Networking,
Sensing and Control, Delft, The Netherlands, pp. 249-254, Apr. 2011.
Abstract
We consider a two-person discrete-time dynamic game with the prespecified fixed
duration. Each player maximizes her profit over the game horizon, taking
decisions of the other player into account. Our goal is to find the Stackelberg
equilibria for such a game. The solution approach differs with respect to the
information available to individual players. While in the game with open-loop
information structure the solution procedure is straightforward and already
reported in the literature, the problem with the closed-loop problem
information structure is difficult to solve, especially if twice
differentiability of the leader's strategy is not imposed a priori. In this
paper we focus on deterministic problems. We review classical optimization
methods that can be used to solve the games with open-loop information
structure. Additionally, we propose new methods for solving the games with the
closed-loop information structure. Application of such methods is shown on
specific examples. In the companion paper (Stackelberg Equilibria for
Discrete-Time Dynamic Games - Part II: Stochastic Games with Deterministic
Information Structure) we will consider a stochastic variant of the problem.
Downloads
Companion paper
- K. Staňková and B. De Schutter, "Stackelberg equilibria for discrete-time dynamic games - Part II: Stochastic games with deterministic information structure," Proceedings of the 2011 IEEE International Conference on Networking, Sensing and Control, Delft, The Netherlands, pp. 255-260, Apr. 2011. (online paper, abstract, bibtex, tech. report (pdf))
BibTeX
@inproceedings{StaDeS:10-061,
author = {Sta{\v{n}}kov{\'{a}}, Kate{\v{r}}ina and De Schutter, Bart},
title = {Stackelberg Equilibria for Discrete-Time Dynamic Games -- {Part
I: Deterministic} Games},
booktitle = {Proceedings of the 2011 IEEE International Conference on
Networking, Sensing and Control},
address = {Delft, The Netherlands},
pages = {249--254},
month = apr,
year = {2011}
}