Optimal Incentive Strategy in a Continuous Time Inverse Stackelberg Game

We consider a continuous time dynamic incentive problem in the case of one leader and one follower. Follower’s ε-optimal strategy is determined via an auxiliary control problem. The main result is similar to that obtained by the authors for a stochastic d

  • PDF / 5,886,352 Bytes
  • 297 Pages / 439.371 x 683.151 pts Page_size
  • 13 Downloads / 209 Views

DOWNLOAD

REPORT


Leon A. Petrosyan Vladimir V. Mazalov Nikolay A. Zenkevich Editors

Frontiers of Dynamic Games Game Theory and Management, St. Petersburg, 2019

Static & Dynamic Game Theory: Foundations & Applications Sereis Editor Tamer Ba¸sar, University of Illinois, Urbana-Champaign, IL, USA Editorial Board Members Daron Acemoglu, Massachusetts Institute of Technology, Cambridge, MA, USA Pierre Bernhard, INRIA, Sophia-Antipolis, France Maurizio Falcone

, Università degli Studi di Roma “La Sapienza,” Italy

Alexander Kurzhanski, University of California, Berkeley, CA, USA Ariel Rubinstein, Tel Aviv University, Ramat Aviv, Israel; New York University, NY, USA William H. Sandholm, University of Wisconsin, Madison,WI, USA Yoav Shoham, Stanford University, Stanford, CA, USA Georges Zaccour, GERAD, HEC Montréal, Canada

More information about this series at http://www.springer.com/series/10200

Leon A. Petrosyan • Vladimir V. Mazalov • Nikolay A. Zenkevich Editors

Frontiers of Dynamic Games Game Theory and Management, St. Petersburg, 2019

Editors Leon A. Petrosyan St. Petersburg State University St. Petersburg, Russia

Vladimir V. Mazalov Institute of Applied Mathematical Research Russian Academy of Sciences Petrozavodsk, Russia

Nikolay A. Zenkevich Graduate School of Management St. Petersburg State University St. Petersburg, Russia

ISSN 2363-8516 ISSN 2363-8524 (electronic) Static & Dynamic Game Theory: Foundations & Applications ISBN 978-3-030-51940-7 ISBN 978-3-030-51941-4 (eBook) https://doi.org/10.1007/978-3-030-51941-4 Mathematics Subject Classification: 90B, 91A, 91B © The Editor(s) (if applicable) and The Author(s), under exclusive licence to Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors, and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This book is published under the imprint Birkhäuser, www.birkhauser-science.com, by the registered company Springe