Open-Loop Stackelberg LQ Difference Games with Coupled-Affine Inequality Constraints: An Exact OCP--LCS/LCQP Reformulation

Shrestha Ghosh, Puduru Viswanadha Reddy

In this letter, we study finite-horizon linear-quadratic Stackelberg difference games with coupled-affine state-control inequality constraints. Under the stated assumptions, we sho…