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dc.contributor.author
Li, Zhipeng  
dc.contributor.author
Marelli, Damian Edgardo  
dc.contributor.author
Fu, Minyue  
dc.contributor.author
Cai, Qianqian  
dc.contributor.author
Meng, Wei  
dc.date.available
2022-12-27T16:11:27Z  
dc.date.issued
2021-03  
dc.identifier.citation
Li, Zhipeng; Marelli, Damian Edgardo; Fu, Minyue; Cai, Qianqian; Meng, Wei; Linear quadratic Gaussian Stackelberg game under asymmetric information patterns; Pergamon-Elsevier Science Ltd; Automatica; 125; 3-2021; 1-7  
dc.identifier.issn
0005-1098  
dc.identifier.uri
http://hdl.handle.net/11336/182563  
dc.description.abstract
This paper investigates the linear quadratic Gaussian Stackelberg game under asymmetric information. Two decision makers implement control strategies using different information patterns: The follower uses its observation information to design its strategy, whereas the leader implements its strategy using global information. For this problem, the separation principle becomes invalid. Instead, we apply the classical variation method to derive conditions to be satisfied by both decision makers. We show that the solution attributes to solving a two-point boundary value problem of stochastic version whose drift terms contain some conditional mean terms. We then propose a layered calculation method to solve this problem. In the inner layer calculation, the adjoint state variable's estimate is expressed as a linear functional of the state estimate. In the outer layer calculation, the adjoint state variable is expressed as a linear functional of the state and its estimate. We also verify that the Kalman–Bucy filter works for computing the state estimate. The result is also applied to dynamic duopoly with sticky prices and pursuit–evasion problem.  
dc.format
application/pdf  
dc.language.iso
eng  
dc.publisher
Pergamon-Elsevier Science Ltd  
dc.rights
info:eu-repo/semantics/restrictedAccess  
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/  
dc.subject
LINEAR QUADRATIC GAUSSIAN CONTROL  
dc.subject
OPTIMAL CONTROL  
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SEPARATION PRINCIPLE  
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STACKELBERG GAME  
dc.subject.classification
Control Automático y Robótica  
dc.subject.classification
Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información  
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INGENIERÍAS Y TECNOLOGÍAS  
dc.title
Linear quadratic Gaussian Stackelberg game under asymmetric information patterns  
dc.type
info:eu-repo/semantics/article  
dc.type
info:ar-repo/semantics/artículo  
dc.type
info:eu-repo/semantics/publishedVersion  
dc.date.updated
2022-08-31T14:59:03Z  
dc.journal.volume
125  
dc.journal.pagination
1-7  
dc.journal.pais
Estados Unidos  
dc.description.fil
Fil: Li, Zhipeng. Guangdong University of Technology; China  
dc.description.fil
Fil: Marelli, Damian Edgardo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas. Universidad Nacional de Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas; Argentina  
dc.description.fil
Fil: Fu, Minyue. Universidad de Newcastle; Australia  
dc.description.fil
Fil: Cai, Qianqian. Guangdong University of Technology; China  
dc.description.fil
Fil: Meng, Wei. Guangdong University of Technology; China  
dc.journal.title
Automatica  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.automatica.2020.109406