Three-Level Multi-Leader-Follower Incentive Stackelberg Differential Game with $H_\infty$ Constraint

Na Xiang; Jingtao Shi

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arXiv · 2412.09004

Three-Level Multi-Leader-Follower Incentive Stackelberg Differential Game with $H_\infty$ Constraint

Na Xiang·Jingtao Shi

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Abstract

This paper is concerned with a three-level multi-leader-follower incentive Stackelberg game with $H_\infty$ constraint. Based on $H_2/H_\infty$ control theory, we firstly obtain the worst-case disturbance and the team-optimal strategy by dealing with a nonzero-sum stochastic differential game. The main objective is to establish an incentive Stackelberg strategy set of the three-level hierarchy in which the whole system achieves the top leader's team-optimal solution and attenuates the external disturbance under $H_\infty$ constraint. On the other hand, followers on the bottom two levels in turn attain their state feedback Nash equilibrium, ensuring incentive Stackelberg strategies while considering the worst-case disturbance. By convex analysis theory, maximum principle and decoupling technique, the three-level incentive Stackelberg strategy set is obtained. Finally, a numerical example is given to illustrate the existence of the proposed strategy set.

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BibTeX RIS

Na Xiang, Jingtao Shi. 2024-12-12. Three-Level Multi-Leader-Follower Incentive Stackelberg Differential Game with $H_\infty$ Constraint. https://arxiv.org/abs/2412.09004

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