Three-level Stackelberg strategies in linear-quadratic singular systems
Volume 2, Issue 3 (1991), pp. 414–433
Pub. online: 1 January 1991
Type: Research Article
Published
1 January 1991
1 January 1991
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.