Anti-Palindromic Pencil Formulation for Open-Loop Stackelberg Strategy in Discrete-Time
Résumé
The Stackelberg strategy offers, in gametheoretic framework an adapted concept to obtain equilibrium for hierarchical games. For linear-quadratic games, Stackelberg strategy with open-loop information structure leads to solve non-symmetric Riccati equations, by assumming the invertibility of some weighting matrices. This paper provides an antipalindromic pencil approach to formulate it. Thus it allows to relaxe invertibility assumptions and furthermore to take advantage of the recent literature of numerical methods for palindromic pencils