Reference
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.
Abstract
We consider a two-person discrete-time dynamic game with a 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. After having discussed deterministic Stackelberg
games in the companion paper (Stackelberg Equilibria for Discrete-Time Dynamic
Games - Part I: Deterministic Games), in this paper we focus on stochastic
games with a deterministic information structure. While for the stochastic game
with open-loop structure the solution procedure is straightforward and already
reported in the literature, the problem with the closed-loop problem
information structure for stochastic games remains a challenge. After
discussing a rather standard approach to solve the open-loop stochastic game,
we propose an approach to find (sub)optimal solutions of the closed-loop game.
Moreover, we discuss solution approach for generalized games in which the
leader has access to the follower's past actions, the so-called inverse
Stackelberg games.
Publisher page
Downloads
Companion paper
- 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, bibtex, tech. report (pdf))
BibTeX
@inproceedings{StaDeS:10-062,
author = {Sta{\v{n}}kov{\'{a}}, Kate{\v{r}}ina and De Schutter, Bart},
title = {Stackelberg Equilibria for Discrete-Time Dynamic Games -- {Part
II: Stochastic} Games with Deterministic Information
Structure},
booktitle = {Proceedings of the 2011 IEEE International Conference on
Networking, Sensing and Control},
address = {Delft, The Netherlands},
pages = {255--260},
month = apr,
year = {2011}
}