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