Incentive problems: A class of stochastic stackelberg closed-loop dynamic games

Three different versions of a stochastic Stackelberg closed-loop dynamic game are presented These three versions correspond to complete state information structure, one-step-delay sharing information structure and control-sharing information structure. The essential difficulty of solving the problem comes from the fact that the information structure is non-nested from the leader´s viewpoint. We discuss how to solve these problems.