Incentive Feedback Stackelberg Strategy in Mean-Field Type Stochastic Difference Games

This paper designs an incentive Stackelberg strategy for the discrete-time stochastic systems with mean-field terms. Sufficient conditions for the existence of such a design are suggested. Moreover, the incentive strategy is obtained as a feedback form including the deviation of the state and its mathematical expectation. Also, the stability analysis is involved. It is found that the stability can be guaranteed by the follower. In addition, the specific algorithm is proposed and its effectiveness is checked by two examples.