On linear-quadratic Stackelberg games with time preference rates

Marc Jungers (1)

1 CRAN - Centre de Recherche en Automatique de Nancy

This note deals with linear-quadratic Stackelberg differential games including time preference rates with an open-loop information structure. The properties of the characteristic matrix associated with the necessary conditions for a Stackelberg strategy are pointed out. It is shown that such a matrix exhibits a special symmetry property of its eigenvalues. Sufficient conditions to guarantee a predefined degree of stability are given based on the distribution of the eigenvalues in the complex plane.

Mots clés: Game theory; Hamiltonian matrix; Riccati equation; α-stability; Stackelberg strategy; time preference rate

Domaines: Automatique

Marc Jungers. On linear-quadratic Stackelberg games with time preference rates. IEEE Transactions on Automatic Control, 2008, 53 (2), pp.621-625. ⟨10.1109/TAC.2008.917649⟩. ⟨hal-00197144⟩