Robust Stackelberg Games via Static Output Feedback Strategy for Uncertain Stochastic Systems with State Delay
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Bibliographic record
Abstract
In this paper, a robust Stackelberg game for a class of uncertain stochastic systems with state delay is investigated. After introducing some definitions and preliminaries, we derive the conditions for the existence of the robust static output feedback (SOF) Stackelberg strategy set such that the upper bounds of leader’s cost function and the weighted cost function of the followers are minimized respectively. In order to obtain the robust SOF Stackelberg strategy set, a heuristic algorithm is proposed based on the stochastic Lyapunov type matrix equations (SLMEs) and the linear matrix inequalities (LMIs). In particular, it is shown that robust convergence is guaranteed by applying the Krasnoselskii-Mann (KM) iterative algorithm. An academic numerical example is presented to demonstrate the effectiveness of the proposed method.
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| Category | Codex | Gemma |
|---|---|---|
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| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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