论文信息 - On Linear-Quadratic Stackelberg Games With Time Preference Rates

On Linear-Quadratic Stackelberg Games With Time Preference Rates

This note deals with linear-quadratic Stackelberg differential games including time preference rates with an open-loop information structure. The properties of the characteristic matrix associated with the necessary conditions for a Stackelberg strategy are pointed out. It is shown that such a matrix exhibits a special symmetry property of its eigenvalues. Sufficient conditions to guarantee a predefined degree of stability are given based on the distribution of the eigenvalues in the complex plane.

Marc Jungers | M. Jungers

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