Stackelberg strategy for discrete-time stochastic system and its application to weakly coupled systems

Abstract

In this paper, infinite-horizon Stackelberg strategy for discrete-time stochastic system is investigated. A necessary condition for the existence of the strategy set is established via a set of cross-coupled stochastic algebraic Lyapunov and Riccati equations (CSALREs). As another important contribution, weakly coupled large-scale stochastic discrete-time… (More)
DOI: 10.1109/ACC.2014.6858723

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