Journal
AUTOMATICA
Volume 101, Issue -, Pages 338-344Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.automatica.2018.12.015
Keywords
Stackelberg games; Statistical control; Minimal cost variance; Statistical stackelberg games; Open-loop control
Funding
- Office of the Assistant Secretary of Defense for Health Affairs, through the Breast Cancer Research Program [W81XWH-16-1-0035]
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This paper considers a statistical Stackelberg stochastic differential game, in which the mth cost cumulants of the leader and the follower are sequentially optimized. This shapes the probability distribution of the cost functions of the leader and the follower. More specifically, we investigate the Stackelberg game, in which the leader optimizes the variance or the second cumulant of the cost function. The full solution is derived for the minimal cost variance Stackelberg game control problem, which is a special case of a more general statistical Stackelberg game. A numerical example illustrates our method. (C) 2018 Published by Elsevier Ltd.
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