Online learning algorithm for Stackelberg games in problems with hierarchy

@article{Vamvoudakis2012OnlineLA,
  title={Online learning algorithm for Stackelberg games in problems with hierarchy},
  author={Kyriakos G. Vamvoudakis and Frank L. Lewis and Marcus Johnson and Warren E. Dixon},
  journal={2012 IEEE 51st IEEE Conference on Decision and Control (CDC)},
  year={2012},
  pages={1883-1889}
}
This paper presents an online adaptive optimal control algorithm based on policy iteration reinforcement learning techniques to solve the continuous-time Stackelberg games with infinite horizon for linear systems. This adaptive optimal control method finds in real-time approximations of the optimal value and the Stackelberg-equilibrium solution, while also… CONTINUE READING