Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 문준 | - |
dc.date.accessioned | 2022-10-20T02:10:13Z | - |
dc.date.available | 2022-10-20T02:10:13Z | - |
dc.date.issued | 2021-01 | - |
dc.identifier.citation | IEEE TRANSACTIONS ON AUTOMATIC CONTROL, v. 66, NO 1, Page. 375-382 | en_US |
dc.identifier.issn | 0018-9286; 1558-2523 | en_US |
dc.identifier.uri | https://ieeexplore.ieee.org/document/9026927 | en_US |
dc.identifier.uri | https://repository.hanyang.ac.kr/handle/20.500.11754/175600 | - |
dc.description.abstract | In this article, we consider the linear-quadratic time-inconsistent mean-field type leader-follower Stackelberg differential game with an adapted open-loop information structure. The objective functionals of the leader and the follower include conditional expectations of state and control (mean field) variables, and the cost parameters could be general nonexponential discounting depending on the initial time. As stated in the existing literature, these two general settings of the objective functionals induce time inconsistency in the optimal solutions. Given an arbitrary control of the leader, we first obtain the follower's (time consistent) equilibrium control and its state feedback representation in terms of the nonsymmetric coupled Riccati differential equations (RDEs) and the backward stochastic differential equation (SDE). This provides the rational behavior of the follower, characterized by the forward-backward SDE (FBSDE). We then obtain the leader's explicit (time consistent) equilibrium control and its state feedback representation in terms of the nonsymmetric coupled RDEs under the FBSDE constraint induced by the follower. With the solvability of the nonsymmetric coupled RDEs, the equilibrium controls of the leader and the follower constitute the time-consistent Stackelberg equilibrium. Finally, the numerical examples are provided to check the solvability of the nonsymmetric coupled RDEs. | en_US |
dc.description.sponsorship | This work was supported in part by the National Research Foundation of Korea (NRF) Grant funded by the Ministry of Science and ICT, Korea under Grant NRF-2017R1E1A1A03070936 and Grant NRF-2017R1A5A1015311, and in part by Institute for Information and communications Technology Promotion (IITP) Grant funded by the Korea government (MSIT), Korea under Grant 2018-0-00958. | en_US |
dc.language.iso | en | en_US |
dc.publisher | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC | en_US |
dc.subject | Equilibrium control; Stackelberg differential games; time-inconsistent stochastic control problem | en_US |
dc.title | Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions | en_US |
dc.type | Article | en_US |
dc.relation.no | 1 | - |
dc.relation.volume | 66 | - |
dc.identifier.doi | 10.1109/TAC.2020.2979128 | en_US |
dc.relation.page | 375-382 | - |
dc.relation.journal | IEEE TRANSACTIONS ON AUTOMATIC CONTROL | - |
dc.contributor.googleauthor | Moon, Jun | - |
dc.contributor.googleauthor | Yang, Hyun Jong | - |
dc.relation.code | 2021003632 | - |
dc.sector.campus | S | - |
dc.sector.daehak | COLLEGE OF ENGINEERING[S] | - |
dc.sector.department | SCHOOL OF ELECTRICAL AND BIOMEDICAL ENGINEERING | - |
dc.identifier.pid | junmoon | - |
dc.identifier.orcid | https://orcid.org/0000-0002-8877-9519 | - |
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