标题：Team-optimal Incentive Stackelberg Strategies for Markov Jump Linear Stochastic Systems with H ∞ Constraint * * This work was supported by JSPS KAKENHI Grant Numbers 26330027 and 16K00029.
摘要：AbstractThe incentive Stackelberg game for a class of Markov jump linear stochastic systems with one leader and multiple non-cooperative followers subjected to theH∞constraint is investigated. An incentive structure is adopted that allows the leader’s team-optimal solution with theH∞constraint to be achieved. It is shown that the incentive strategy set can be obtained by solving the cross-coupled stochastic algebraic Riccati-type equations (CCSAREs). In order to demonstrate the effectiveness of the proposed scheme, a numerical example is solved.
