Feedback Stackelberg Solution for Mean-Field Type Stochastic Systems with Multiple Followers

作     者：LIN Yaning ZHANG Weihai LIN Yaning;ZHANG Weihai

作者机构：School of Mathematics and StatisticsShandong University of TechnologyZibo 255000China College of Electrical Engineering and AutomationShandong University of Science and TechnologyQingdao 266590China 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2023年第36卷第4期

页      面：1519-1539页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：This research was supported by the National Natural Science Foundation of China under Grant Nos.61903234 and 61973198 

主　　题：Feedback information structure generalized algebraic Riccati equations mean-field type stochastic systems Stackelberg strategy 

摘      要：This paper discusses feedback Stackelberg strategies for the continuous-time mean-field type stochastic systems with multiple followers in infinite ***,optimal control problems of the followers are studied in the sense of Nash *** the help of a set of generalized algebraic Riccati equations(GAREs),sufficient conditions for the solvability are put ***,the leader faces a constrained optimal control problem by transforming the cost functional into a trace *** the Karush-Kuhn-Tucker(KKT)conditions,necessary conditions are presented in term of the solvability of the cross-coupled stochastic algebraic equations(CSAEs).Moreover,feedback Stackelberg strategies are obtained based on the solutions of the *** addition,an iterative scheme is introduced to obtain efficiently the solutions of the ***,an example is given to shed light on the effectiveness of the proposed results.