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 |