Three-level Stackelberg strategies in linear-quadratic descriptor systems

The paper considers open-loop three-level Stackelberg strategies in deterministic, sequential decision-making problems for linear discrete-time descriptor systems and quadratic cost functions. Necessary conditions for the existence of open-loop Stackelberg strategies are derived. Then, norm-minimizing open-loop Stackelberg solutions are calculated from the necessary conditions, and the conditions for existence of a unique solution to the necessary conditions are given.