Team-optimal Incentive Stackelberg Strategies for Markov Jump Linear Stochastic Systems with H∞ Constraint

Robust incentive Stackelberg strategy for Markov jump linear stochastic systems via static output feedback

“…Additionally, the finite‐horizon SOF control problem for Markov jump systems has also been studied, and the appropriate conditions have been established in the framework of the relaxed linear matrix inequality (LMI) [14]. Although many types of incentive Stackelberg games for linear stochastic systems have been studied based on state feedback strategies [5, 6, 15, 16], very few studies have focused on SOF incentive Stackelberg strategies in dynamic games for MJLSS [4]. An incentive Stackelberg game is a game in which the leader's strategy can influence the decisions or actions of the followers such that the leader's desired solution (usually, a team‐optimal solution) can be achieved.…”

“…This study investigates a robust SOF incentive Stackelberg game for continuous‐time MJLSSs with multiple leaders and followers. Unlike the previous studies [5, 6, 8, 17], the SOF incentive Stackelberg strategies for such a game have been developed for the first time. Developing the SOF incentive strategies for Stackelberg games with multiple leaders and followers for continuous‐time MJLSSs is practically significant because (i) a real‐world system is usually managed by many players (or decision‐makers) in a hierarchical structure and (ii) the information structure is complex; hence, the information can only be partially accessed in most cases.…”

‐constrained incentive Stackelberg games for discrete‐time stochastic systems with multiple followers

“…Unlike [17], where one leader and one follower are considered a stochastic system, our present paper deals with one leader and multiple non-cooperative followers. Similar to [16,17], a deterministic disturbance is considered in this paper, which is also seen in [18]. On the other hand, continuoustime stochastic systems are investigated for an infinite-horizon incentive Stackelberg game in [19], where multiple noncooperative leaders are considered.…”