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Article Dans Une Revue Annals of Operations Research Année : 1999

Optimal open loop cheating in dynamic reversed Linear Quadratic Stackelberg games

Résumé

The distinctive characteristic of a “Reversed Stackelberg Game” is that the leader plays twice, first by announcing his future action, second by implementing a possibly different action given the follower’s reaction to his announcement. In such a game, if the leader uses the normal Stackelberg solution to find (and announce) his optimal strategy, there is a strong temptation for him to cheat, that is, to implement another action than the one announced. In this paper, within the framework of a standard discrete time Linear–Quadratic Dynamic Reversed Stackelberg game, we discuss and derive the best possible open-loop cheating strategy for an unscrupulous leader.

Dates et versions

hal-03193664 , version 1 (09-04-2021)

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Citer

Thomas Vallée, Ch. Deissenberg, T. Basar. Optimal open loop cheating in dynamic reversed Linear Quadratic Stackelberg games. Annals of Operations Research, 1999, 88, pp.217-232. ⟨10.1023/A:1018982313949⟩. ⟨hal-03193664⟩
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