Multiscale Control of Stackelberg Games

Michael Herty, Sonja Steffensen and Anna Th\"unen

Papers from arXiv.org

Abstract: 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.

Date: 2020-11
New Economics Papers: this item is included in nep-cmp and nep-gth
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