{"title":"线性二次平均场Stackelberg游戏:主方程和时间一致反馈策略","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":"{\"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}","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}
Linear Quadratic Mean Field Stackelberg Games: Master Equations and Time Consistent Feedback Strategies
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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