Multiscale Control of Stackelberg Games
classification
🧮 math.OC
econ.THmath.DS
keywords
followerslimitnumericalstackelbergconditionsconsistencycontrolderive
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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.
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