文章基本信息

标题：Mean Field Stackelberg Games: State Feedback Equilibrium
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作者：Minyi Huang ; Xuwei Yang
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2020
卷号：53
期号：2
页码：2237-2242
DOI：10.1016/j.ifacol.2020.12.010
语种：English
出版社：Elsevier
摘要：AbstractWe study mean field Stackelberg games between a major player (the leader) and a large population of minor players (the followers). By treating the mean field as part of the dynamics of the major player and a representative minor player, we Markovianize the decision problems and employ dynamic programming to determine the equilibrium strategy in a state feedback form. We show that for linear quadratic (LQ) models, the feedback equilibrium strategy is time consistent. We further give the explicit solution in a discrete-time LQ model.
关键词：KeywordsMean field Stackelberg gamefeedback strategylinear-quadratic modeltime consistency