| 509 | RWTH Publication No: 805510 2020   IGPM509.pdf |
| 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 |
| DOI | 10.1016/j.matcom.2022.04.028 |
| PUBLICATION | Mathematics and Computers in Simulation, Volume 200, October 2022, Pages 468-488 |
