EconPapers    
Economics at your fingertips  
 

Optimal open loop cheating in dynamic reversed Linear Quadratic Stackelberg games

Thomas Vallee, Christophe Deissenberg and T. Basar
Additional contact information
T. Basar: UIUC - University of Illinois at Urbana-Champaign [Urbana] - University of Illinois System

Post-Print from HAL

Abstract: The distinctive characteristic of a "Reversed Stackelberg Game" is that the leader plays twice, first by announcing his future action, second by implementing a possibly different action given the follower's reaction to his announcement. In such a game, if the leader uses the normal Stackelberg solution to find (and announce) his optimal strategy, there is a strong temptation for him to cheat, that is, to implement another action than the one announced. In this paper, within the framework of a standard discrete time Linear–Quadratic Dynamic Reversed Stackelberg game, we discuss and derive the best possible open-loop cheating strategy for an unscrupulous leader.

Keywords: reversed Stackelberg game; cheating strategy (search for similar items in EconPapers)
Date: 1999-01-01
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Published in Annals of Operations Research, 1999, 88, pp.217-232. ⟨10.1023/A:1018982313949⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Optimal open loop cheating in dynamic reversedLinear ‐ Quadratic Stackelberg games (1999) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03193664

DOI: 10.1023/A:1018982313949

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().

 
Page updated 2025-03-22
Handle: RePEc:hal:journl:hal-03193664