509 IGPM509.pdf        November 2020
TITLE Multiscale Control of Stackelberg Games
AUTHORS Michael Herty, Sonja Steffensen, Anna Thünen
ABSTRACT 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.
KEYWORDS Multi-level Game, Multiscale Control, Stackelberg Game, Nash Equilibrium, Mean-Field Game