IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v363y2019ic2.html
   My bibliography  Save this article

Stackelberg games for model-free continuous-time stochastic systems based on adaptive dynamic programming

Author

Listed:
  • Liu, Xikui
  • Ge, Yingying
  • Li, Yan

Abstract

Solving the Stackelberg game problem generally needs full data of the system. In this paper, two online adaptive dynamic programming algorithms are proposed to solve the Stackelberg game problem for model-free linear continuous-time systems subject to multiplicative noise. Stackelberg games are based on two different strategies: Nash-based Stackelberg strategy and Pareto-based Stackelberg strategy. We apply directly the state and input information to iteratively update Stackelberg games online. The effectiveness of the algorithms is verified by two simulation examples.

Suggested Citation

  • Liu, Xikui & Ge, Yingying & Li, Yan, 2019. "Stackelberg games for model-free continuous-time stochastic systems based on adaptive dynamic programming," Applied Mathematics and Computation, Elsevier, vol. 363(C), pages 1-1.
    • Handle: RePEc:eee:apmaco:v:363:y:2019:i:c:2
    DOI: 10.1016/j.amc.2019.124568
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S009630031930551X
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.amc.2019.124568?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. G. Freiling & G. Jank & S. R. Lee, 2001. "Existence and Uniqueness of Open-Loop Stackelberg Equilibria in Linear-Quadratic Differential Games," Journal of Optimization Theory and Applications, Springer, vol. 110(3), pages 515-544, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Liu, Chong & Zhang, Huaguang & Luo, Yanhong & Zhang, Kun, 2021. "Echo state network-based online optimal control for discrete-time nonlinear systems," Applied Mathematics and Computation, Elsevier, vol. 409(C).
    2. Sun, Zhongshi & Jia, Guangyan, 2023. "Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games," Applied Mathematics and Computation, Elsevier, vol. 442(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Li, Yang & Wang, Bin & Yang, Zhen & Li, Jiazheng & Chen, Chen, 2022. "Hierarchical stochastic scheduling of multi-community integrated energy systems in uncertain environments via Stackelberg game," Applied Energy, Elsevier, vol. 308(C).
    2. Julien, Ludovic A., 2017. "On noncooperative oligopoly equilibrium in the multiple leader–follower game," European Journal of Operational Research, Elsevier, vol. 256(2), pages 650-662.
    3. Kicsiny, R. & Varga, Z. & Scarelli, A., 2014. "Backward induction algorithm for a class of closed-loop Stackelberg games," European Journal of Operational Research, Elsevier, vol. 237(3), pages 1021-1036.
    4. Vera Angelova & Mustapha Hached & Khalide Jbilou, 2021. "Sensitivity of the Solution to Nonsymmetric Differential Matrix Riccati Equation," Mathematics, MDPI, vol. 9(8), pages 1-18, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:363:y:2019:i:c:2. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.