Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach

Robust Stackelberg Equilibrium for a Multi-Scenario Two Players Linear Affine-Quadratic Differential Game

This paper presents the formulation of a new concept dealing with a Robust Stackelberg equilibrium for a multi scenario or mutiple models of a linear affine-quadratic game. The game dynamic is given by a family of N different possible differential equations (MultiModel representation) with no information about the trajectory which is realized. The robust Stackelberg strategy for each player mus...

Game of Defending a Target: A Linear Quadratic Differential Game Approach

Pursuit-evasion (PE) differential games have recently received much attention in military applications involving adversaries. We extend the PE game problem to a problem of defending target, where the roles of the players are changed. The evader is to attack some fixed target, whereas the pursuer is to defend the target by intercepting the evader. We propose a practical strategy design approach ...

A Stackelberg Game Theory Approach

In the Long Term Evolution-Advanced (LTE-A) system, Device-to-device (D2D) communication underlying cellular networks can bring some advantages such as high data rates, low delay, low power consumption by reusing frequency bands with cellular user equipments (UEs). While at the same time, inter-cell and intra-cell interference is inevitable. The D2D users and cellular UEs will compete or cooper...

Linear-Quadratic Control of Backward Stochastic Differential Equations

This paper is concerned with optimal control of linear backward stochastic differential equations (BSDEs) with a quadratic cost criteria, or backward linear-quadratic (BLQ) control. The solution of this problem is obtained completely and explicitly by using an approach which is based primarily on the completion-of-squares technique. Two alternative, though equivalent, expressions for the optima...

A Differential Oligopoly Game with Sticky Prices and Environmental Externality