摘要：AbstractA static output feedback (SOF) incentive Stackelberg game (ISG) for a continuous-time Markov jump delay stochastic system (MJDSS) is discussed. The existence conditions on the SOF incentive Stackelberg strategy set are established in terms of the solvability of a set of higher-order cross-coupled stochastic algebraic Lyapunov-type equations (CCSALTEs). A classical Lagrange-multiplier technique is used to derive the CCSALTEs, thereby avoiding having to solve the bilinear matrix inequalities (BMIs), a well-known NP-hard problem in designing the SOF strategy. A heuristic algorithm is proposed to solve CCSALTEs such that convergence is attained by applying the Krasnoselskii-Mann (KM) iterative algorithm. A simple numerical example demonstrates the efficiency of the SOF incentive Stackelberg strategy.
