Multiscale control of Stackelberg games

نویسندگان

چکیده

We introduce a bilevel problem of the optimal control an interacting agent system that can be interpreted as Stackelberg game with large number followers. It is shown model well posed by providing conditions allow to formally reduce single level unconstrained problem. The mean-field limit derived for infinitely many followers at three different stages optimization and commutativity these operations (the first-order optimality on leader follower level) studied. Further, we establish consistency relation between limit. Finally, propose numerical method based models present examples.

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ژورنال

عنوان ژورنال: Mathematics and Computers in Simulation

سال: 2022

ISSN: ['0378-4754', '1872-7166']

DOI: https://doi.org/10.1016/j.matcom.2022.04.028