Stackelberg method to stabilize game-based control system

Abstract

In this paper, we are concerned with the stabilization problem of the game-based control system. In particular, two players are involved in the system where one is to minimize the related cost function and the other is to stabilize the system. Different from the previous works, the new contribution is to derive the necessary and sufficient condition for the stabilization of the game-based control system by applying Stackelberg game method. The key technique is to explicitly solve the forward and backward difference equations (FBDEs) from the Stackelberg game and give the optimal feedback gain matrix of the leader by using the matrix maximum principle.