An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games - Archive ouverte HAL Access content directly
Journal Articles Automatica Year : 2023

An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games

Samir Aberkane
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  • PersonId : 961922
Vasile Dragan
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  • PersonId : 927369

Abstract

In this paper, we first address a linear quadratic mean-field game problem with a leader-follower structure. By adopting a Riccati-type approach, we show how one can obtain a state-feedback representation of the pairs of strategies which achieve an open-loop Stackelberg equilibrium in terms of the global solutions of a system of coupled matrix differential Riccati-type equations. In the second part of this paper, we obtain necessary and sufficient conditions for the solvability of the involved coupled generalized Riccati equations.
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Dates and versions

hal-04056530 , version 1 (03-04-2023)

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Samir Aberkane, Vasile Dragan. An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games. Automatica, 2023, 153, pp.111007. ⟨10.1016/j.automatica.2023.111007⟩. ⟨hal-04056530⟩
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