Stackelberg equilibria for discrete-time dynamic games - Part II: Stochastic games with deterministic information structure


Reference:
K. Stanková and B. De Schutter, "Stackelberg equilibria for discrete-time dynamic games - Part II: Stochastic games with deterministic information structure," Proceedings of the 2011 IEEE International Conference on Networking, Sensing and Control, Delft, The Netherlands, pp. 255-260, Apr. 2011.

Abstract:
We consider a two-person discrete-time dynamic game with a prespecified fixed duration. Each player maximizes her profit over the game horizon, taking decisions of the other player into account. Our goal is to find the Stackelberg equilibria for such a game. After having discussed deterministic Stackelberg games in the companion paper (Stackelberg Equilibria for Discrete-Time Dynamic Games - Part I: Deterministic Games), in this paper we focus on stochastic games with a deterministic information structure. While for the stochastic game with open-loop structure the solution procedure is straightforward and already reported in the literature, the problem with the closed-loop problem information structure for stochastic games remains a challenge. After discussing a rather standard approach to solve the open-loop stochastic game, we propose an approach to find (sub)optimal solutions of the closed-loop game. Moreover, we discuss solution approach for generalized games in which the leader has access to the follower's past actions, the so-called inverse Stackelberg games.


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Bibtex entry:

@inproceedings{StaDeS:10-062,
        author={K. Sta{\v{n}}kov{\'{a}} and B. {D}e Schutter},
        title={Stackelberg equilibria for discrete-time dynamic games -- {Part II}: Stochastic games with deterministic information structure},
        booktitle={Proceedings of the 2011 IEEE International Conference on Networking, Sensing and Control},
        address={Delft, The Netherlands},
        pages={255--260},
        month=apr,
        year={2011},
        doi={10.1109/ICNSC.2011.5874950}
        }



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