Stabilization Control of Stackelberg Game-Based System: Continuous-Time Case
研究了连续时间下领导者与追随者构成的Stackelberg博弈系统的稳定控制，推导了有限时域下的显式策略和最优性能指标，并给出了系统可稳定的等价条件。
This article studies the stabilization control of the Stackelberg game-based system (SGBS) which involves a leader and a follower under continuous time. There are two main contributions: first, the explicit Stackelberg strategy and the optimal performance index under finite horizon are derived based on Riccati equations (REs). Second, the equivalent condition for the SGBS to be stabilizable is obtained, meanwhile, the corresponding Stackelberg strategy and optimal index under this condition are given by REs. Different from the previous works, in the optimization process of the leader, we obtain the linear Stackelberg strategy based on state feedback by applying the matrix maximum principle. Our key technique is solving forward–backward differential equations obtained from the maximum principle.