{"title":"零和LQ随机平均场动态对策问题的增补\\\\(扩展版)","authors":"S. Aberkane, V. Drăgan","doi":"10.48550/arXiv.2302.09609","DOIUrl":null,"url":null,"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.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2023-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"An Addendum to the Problem of Zero-Sum LQ Stochastic Mean-Field Dynamic Games\\\\\\\\ (Extended version)\",\"authors\":\"S. Aberkane, V. Drăgan\",\"doi\":\"10.48550/arXiv.2302.09609\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":13196,\"journal\":{\"name\":\"IEEE Robotics Autom. Mag.\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-02-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IEEE Robotics Autom. Mag.\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.48550/arXiv.2302.09609\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE Robotics Autom. Mag.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.48550/arXiv.2302.09609","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
An Addendum to the Problem of Zero-Sum LQ Stochastic Mean-Field Dynamic Games\\ (Extended version)
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.