Multiscale Control of Stackelberg Games
| Autor: | Herty, Michael, Steffensen, Sonja, Thünen, Anna |
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| Rok vydání: | 2020 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We present a linear--quadratic Stackelberg game with a large number of followers and we also derive the mean field limit of infinitely many followers. The relation between optimization and mean-field limit is studied and conditions for consistency are established. Finally, we propose a numerical method based on the derived models and present numerical results. |
| Databáze: | arXiv |
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