کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5098915 | 1376969 | 2010 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Envelope theorems for locally differentiable open-loop Stackelberg equilibria of finite horizon differential games
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
کنترل و بهینه سازی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Envelope theorems for locally differentiable open-loop Stackelberg equilibria of finite horizon differential games Envelope theorems for locally differentiable open-loop Stackelberg equilibria of finite horizon differential games](/preview/png/5098915.png)
چکیده انگلیسی
Envelope theorems are established for locally differentiable Stackelberg equilibria of a general class of finite horizon differential games with an open-loop information structure. It is shown that the follower's envelope results agree in form with those of any player in an open-loop Nash equilibrium, while those of the leader differ. An unanticipated conclusion is that the costate vector of the leader-but not that of the follower-corresponding to the state vector of the differential game may be legitimately interpreted as the shadow value of the state vector for time-inconsistent open-loop Stackelberg equilibria. Surprisingly, the same cannot be said for time-consistent open-loop Stackelberg equilibria.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Economic Dynamics and Control - Volume 34, Issue 6, June 2010, Pages 1123-1139
Journal: Journal of Economic Dynamics and Control - Volume 34, Issue 6, June 2010, Pages 1123-1139
نویسندگان
Robert A. Van Gorder, Michael R. Caputo,