具有安全型从者的多人递阶决策研究

MULTIPERSON HIERARCHICAL DECISIONMAKING WITH SECURITY FOLLOWERS

本文利用Stackelberg对策理论,详细研究了当从者采用安全策略的闭环一主多从多人递阶决策问题。文中首先给出了求解这类闭环策略的基本思想和方法并给予了证明,然后以线性二次型为例,具体推导了这类问题的诱导策略。

In this paper, following Stackelberg differential games theory, the mutliperson hierarchical decisionmaking problem with security followers is investigated. The idea and method to deal with this problem are presented and proved. And the condition for existence of strategy in this case is given. As an example, the incentive strategy of LQ problem is derived in detail.