Suboptimal open-loop solution of a Stackelberg linear-quadratic differential game with cheap control of a follower: analytical/numerical study

Valery Y. Glizer; Vladimir Turetsky

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arXiv · 2512.09476

Suboptimal open-loop solution of a Stackelberg linear-quadratic differential game with cheap control of a follower: analytical/numerical study

Valery Y. Glizer·Vladimir Turetsky

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Abstract

A two-player finite horizon linear-quadratic Stackelberg differential game is considered. The feature of this game is that the control cost of a follower in the cost functionals of both players is small, which means that the game under consideration is a cheap control game. The open-loop solution of this game is studied. Using the game's solvability conditions, obtaining such a game's solution is reduced to the solution of a proper boundary-value problem. Due to the smallness of the follower's control cost, this boundary-value problem is singularly perturbed. The asymptotic behaviour of the solution to this problem is analysed. Based on this analysis, the asymptotic behaviour of the open-loop optimal players' controls and the optimal values of the cost functionals is studied. Using these results, asymptotically suboptimal players' controls are designed. An illustrative example of a supply chain problem with a small control cost of a retailer is presented.

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Valery Y. Glizer, Vladimir Turetsky. 2025-12-10. Suboptimal open-loop solution of a Stackelberg linear-quadratic differential game with cheap control of a follower: analytical/numerical study. https://arxiv.org/abs/2512.09476

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