On Stochastic Dynamic Stackelberg Strategies,

Abstract

Feedback Stackelberg strategies are considered for two person linear multistage games with quadratic performance criteria and noisy measurements. Explicit solutions are given when the information sets are nested; the solutions are closely related to the 'separation theorem' of stochastic control. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1975
Accession Number
ADA019766

Entities

People

  • David A. Castañón
  • Michael Athans

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Automatic
  • Congress
  • Feedback
  • Governments
  • Mathematics
  • Measurement
  • National Governments
  • Probability
  • Stochastic Control

Readers

  • Marine Propulsion Engineering and Naval Architecture
  • Operations Research