• DocumentCode
    1099419
  • Title

    On Linear-Quadratic Stackelberg Games With Time Preference Rates

  • Author

    Jungers, Marc

  • Author_Institution
    Centre de Rech. en Autom. de Nancy, Nancy-Univ., Vandoeuvre-les-Nancy
  • Volume
    53
  • Issue
    2
  • fYear
    2008
  • fDate
    3/1/2008 12:00:00 AM
  • Firstpage
    621
  • Lastpage
    625
  • Abstract
    This note deals with linear-quadratic Stackelberg differential games including time preference rates with an open-loop information structure. The properties of the characteristic matrix associated with the necessary conditions for a Stackelberg strategy are pointed out. It is shown that such a matrix exhibits a special symmetry property of its eigenvalues. Sufficient conditions to guarantee a predefined degree of stability are given based on the distribution of the eigenvalues in the complex plane.
  • Keywords
    eigenvalues and eigenfunctions; game theory; matrix algebra; eigenvalues; linear-quadratic Stackelberg differential game; matrix algebra; open-loop information structure; Asymptotic stability; Cost function; Eigenvalues and eigenfunctions; Game theory; Helium; Open loop systems; Optimal control; Riccati equations; Sufficient conditions; Symmetric matrices; $alpha$-stability; Game theory; Hamiltonian matrix; Riccati equation; Stackelberg strategy; time preference rate;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2008.917649
  • Filename
    4471842
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1099419