{"ID":2830647,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2512.09476","arxiv_id":"2512.09476","title":"Suboptimal open-loop solution of a Stackelberg linear-quadratic differential game with cheap control of a follower: analytical/numerical study","abstract":"A two-player finite horizon linear-quadratic Stackelberg differential game is considered. The feature of this game is that the control cost of a follower in the cost functionals of both players is small, which means that the game under consideration is a cheap control game. The open-loop solution of this game is studied. Using the game's solvability conditions, obtaining such a game's solution is reduced to the solution of a proper boundary-value problem. Due to the smallness of the follower's control cost, this boundary-value problem is singularly perturbed. The asymptotic behaviour of the solution to this problem is analysed. Based on this analysis, the asymptotic behaviour of the open-loop optimal players' controls and the optimal values of the cost functionals is studied. Using these results, asymptotically suboptimal players' controls are designed. An illustrative example of a supply chain problem with a small control cost of a retailer is presented.","short_abstract":"A two-player finite horizon linear-quadratic Stackelberg differential game is considered. The feature of this game is that the control cost of a follower in the cost functionals of both players is small, which means that the game under consideration is a cheap control game. The open-loop solution of this game is studie...","url_abs":"https://arxiv.org/abs/2512.09476","url_pdf":"https://arxiv.org/pdf/2512.09476v1","authors":"[\"Valery Y. Glizer\",\"Vladimir Turetsky\"]","published":"2025-12-10T09:51:51Z","proceeding":"math.OC","tasks":"[\"math.OC\"]","methods":"[]","has_code":false}
