Pareto-based Stackelberg differential game for stochastic systems with multi-followers

作者：

Highlights：

• A Pareto-based Stackelberg stochastic differential game is solved.

• A feedback representation of Pareto-based Stackelberg equilibrium is obtained.

• The solvability of Riccati equations is studied.

摘要

•A Pareto-based Stackelberg stochastic differential game is solved.•A feedback representation of Pareto-based Stackelberg equilibrium is obtained.•The solvability of Riccati equations is studied.

论文关键词：Cooperative game,Optimal control problem with constraint,Pareto-based Stackelberg equilibrium,Riccati equation

论文评审过程：Received 24 January 2022, Revised 24 July 2022, Accepted 27 August 2022, Available online 11 September 2022, Version of Record 11 September 2022.

论文官网地址：https://doi.org/10.1016/j.amc.2022.127512