Numerical Stackelberg Solutions in a Class of Positional Differential Games

Abstract

We consider a problem of numerical construction of a Stackelberg solution in a differential game with closed-loop information structure and terminal player payoffs. It is divided into two subproblems: the problem of computing of so-called “admissible” motions and the optimization problem on the set of admissible motions. We focus on the latter problem and consider two approaches: enumeration of the follower player payoffs and enumeration of the leader player payoffs. Algorithms implementing both approaches are presented and tested on a model system. © 2018