Paper Info
Title
Stackelberg strategy for discrete-time stochastic system and its application to weakly coupled systems
Abstract
In this paper, infinite-horizon Stackelberg strategy for discrete-time stochastic system is investigated. A necessary condition for the existence of the strategy set is established via a set of cross-coupled stochastic algebraic Lyapunov and Riccati equations (CSALREs). As another important contribution, weakly coupled large-scale stochastic discrete-time systems are considered. After establishing an asymptotic structure with positive definiteness for CSALREs solutions, parameter independent strategy set is established. Moreover, degradation of cost via the proposed strategy set is also derived. Finally, the equivalence between the parameter independent linear quadratic (LQ) controls and the proposed approximate reduced-order Stackelberg strategy set is proved for ε = 0. A numerical example is provided to demonstrate the efficiency of the obtained results.
Year
DOI
Venue
2014
10.1109/ACC.2014.6858723
American Control Conference
Keywords
Field
DocType
Lyapunov methods,Riccati equations,asymptotic stability,discrete time systems,stochastic systems,CSALRE,approximate reduced-order Stackelberg strategy set,asymptotic structure,cross-coupled stochastic algebraic Lyapunov and Riccati equations,discrete-time stochastic system,infinite-horizon Stackelberg strategy,parameter independent linear quadratic controls,weakly coupled large-scale stochastic discrete-time systems,Hierarchical control,Robust control,Stochastic systems
Lyapunov function,Mathematical optimization,Discrete-time stochastic process,Control theory,Equivalence (measure theory),Algebraic Riccati equation,Positive definiteness,Discrete time and continuous time,Stackelberg competition,Mathematics,Stochastic control
Conference
ISSN
Citations 
PageRank 
0743-1619
1
0.37
References 
Authors
5
1
Name
Order
Citations
PageRank
Hiroaki Mukaidani120249.42