Multiscale Control of Stackelberg Games

• Tác giả: Michael Herty, Sonja Steffensen, Anna Thünen
• Ngôn ngữ: eng
• Ký hiệu phân loại: 519.3 Game theory
• Thông tin xuất bản: 2020
• Bộ sưu tập: Metadata
• ID: 165546

Tóm tắt

We present a linear--quadratic Stackelberg game with a large number of followers and we also derive the mean field limit of infinitely many followers. The relation between optimization and mean-field limit is studied and conditions for consistency are established. Finally, we propose a numerical method based on the derived models and present numerical results.