动态Stackelberg诱导对策问题

DYNAMIC STACKELBERG INCENTIVE GAME PROBLEMS

Stackelberg 诱导(Incentive)对策,以简单的二人对策来说,是讨论对一个具有递阶决策结构的系统,处于领导地位的决策者,如何通过选择和宣布适当的策略,来诱导处于随从地位的决策者采取对领导最为有利行动的问题.自从文[1]从控制理论的观点讨论了 Incentive 的概念后,Stackelberg 诱导对策的研究受到了较多的关注,发现了不少研究成果.然而从到迄今所出现的文献来看,对概念性问题的研究较多,而较缺乏有效的。

In this paper,a convex analytical method is presented to solve dynamic Stackelberg in-centive game problems.The main idea of this method is,by using some results in convex ana-lysis,transforming a complex incentive problem into a simple incentive problem with linearcharacter,and then solving this simple incentive problem.Through this method,the existenceresults and the explicit expressions of optimal incentive strategies are given for a large class ofdynamic Stackelberg incentive problem.