Three-level Stackelberg strategies in linear-quadratic singular systems

In this paper open-loop three-level Stackelberg strategies in deterministic, sequential decision-making problems for linear continuous-time singular systems and quadratic cost function are studied. Necessary conditions under which the existence of open-loop Stackelberg strategies are derived. The analytical solution of three-level open-loop Stackelberg problem is given by means of the eigenvector method. An example is given to illustrate the proposed method.