{"title":"Linear Quadratic Mean Field Stackelberg Games: Master Equations and Time Consistent Feedback Strategies","authors":"Xuwei Yang, Minyi Huang","doi":"10.1109/CDC45484.2021.9682840","DOIUrl":null,"url":null,"abstract":"We consider linear quadratic (LQ) Stackelberg games with a major player (leader) and N minor players (followers) and derive two master equations in a mean field limit model. We show the resulting decentralized strategies are time consistent by adapting a procedure introduced by Ekeland and Lazrak (2006).","PeriodicalId":229089,"journal":{"name":"2021 60th IEEE Conference on Decision and Control (CDC)","volume":"14 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2021 60th IEEE Conference on Decision and Control (CDC)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC45484.2021.9682840","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
We consider linear quadratic (LQ) Stackelberg games with a major player (leader) and N minor players (followers) and derive two master equations in a mean field limit model. We show the resulting decentralized strategies are time consistent by adapting a procedure introduced by Ekeland and Lazrak (2006).
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