Closed-Loop Strategy for Stackelberg Game Problem with Incomplete Information Structures

Abstract

The purpose of this paper is to solve two-level Stackelberg game problem for a linear time-invariant system described by linear state and output equations. The Stackelberg strategy for each decision maker is generated via output feedback with constant feedback gain. The control strategy with output feedback form is effective for the problem with incomplete information with respect to state variables. In this paper, necessary conditions for a optimal Stackelberg strategy with output feedback form are given. In the special case that all decision maker have complete information, the necessary conditions are identical to previous results.