具有耦合仿inequality约束的开环Stackelberg线性二次差分博弈：精确的OCP--LCS/LCQP重构
Open-Loop Stackelberg LQ Difference Games with Coupled-Affine Inequality Constraints: An Exact OCP--LCS/LCQP Reformulation
- Indian Institute of Technology Madras（印度马德拉斯理工学院）
机构由 AI 辅助整理，请以论文原文为准。
AI总结：
针对带耦合仿射状态-控制不等式约束的有限时域线性二次Stackelberg差分博弈，提出将其精确重构为最优控制问题与线性互补二次规划的方法，实现该博弈均衡的数值计算并通过约束网络流博弈验证。
AI中文摘要：
在本文中，我们研究具有耦合仿射状态-控制不等式约束的有限时域线性二次Stackelberg差分博弈。在所述假设下，我们证明广义开环Stackelberg均衡可精确重构为受离散时间线性互补系统约束的最优控制问题。消除动态变量后得到大规模线性互补二次规划，以及追随者策略的显式恢复映射。该重构可实现这些均衡的数值计算，我们通过一个约束网络流博弈说明所提方法。
英文摘要：
In this letter, we study finite-horizon linear-quadratic Stackelberg difference games with coupled-affine state-control inequality constraints. Under the stated assumptions, we show that generalized open-loop Stackelberg equilibria admit an exact reformulation as an optimal control problem subject to a discrete-time linear complementarity system. Eliminating the dynamic variables yields a large-scale linear complementarity quadratic program, together with an explicit recovery map for the follower strategy. This reformulation enables the numerical computation of these equilibria. We illustrate the proposed approach using a constrained network-flow game.
