Title :
On Linear-Quadratic Stackelberg Games With Time Preference Rates
Author_Institution :
Centre de Rech. en Autom. de Nancy, Nancy-Univ., Vandoeuvre-les-Nancy
fDate :
3/1/2008 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2008.917649
