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Revisiting Deterministic Stackelberg Games: Time-consistent Open-loop Solution

  • 演讲者:倪元华(南开大学)

  • 时间:2021-08-24 15:00-16:00

  • 地点:腾讯会议878838162

Abstract 

In this note, the known deterministic linear-quadratic Stackelberg game is revisited, whose open-loop solution actually possesses the nature of time inconsistency. To handle the time inconsistency, a time-consistent open-loop solution is introduced for the deterministic linear-quadratic Stackelberg game. On the existence and uniqueness of such a kind of solution, necessary and sufficient conditions are obtained, which are characterized via several Riccati-like equations. 


报告人简介

倪元华现为南开大学人工智能学院副教授、博士生导师,研究方向为复杂系统的建模优化与控制、随机系统的优化与控制、分布式优化与控制。现主持国家自然科学基金面上项目一项,曾获第 22 届关肇直奖(2016 年度),理论研究结果丰富,发表SCI 文章 20 余篇,主要结果以长文发表在《IEEE Transactions on Automatic Control》、《Automatica》、《SIAM Journal on Control and Optimization 》、《IEEE Transactions on Cybernetics》等期刊上。倪元华是期刊《System & Control Letter》和《系统科学与数学》的编委,中国自动化学会控制理论专业委员会随机学组委员、中国人工智能学会智能空天专业委员会委员等。