Stackelberg open-loop equilibrium solutions for rough differential games
摘要
This study addresses the uncertainty in information provided by players during a game through the application of rough sets, a framework widely used for tackling such challenges. It further examines the compatibility of continuous differential games with rough programming, leading to the exploration of Stackelberg equilibrium solutions for differential games characterized by rough controls and rough state trajectories. Given that the Stackelberg approach offers a hierarchical solution framework with a leader-follower structure, the analysis is divided into two parts: Part 1 considers dependent followers, while Part 2 addresses independent followers. For each scenario, necessary and sufficient conditions for optimal control were derived. To address the inherent uncertainty, the rough problem was transformed into a crisp equivalent using two methods: the expected value operator and the trust measure approach, enabling the derivation of expected equilibrium and