Composite Stackelberg Strategy for Singularly Perturbed Bilinear Quadratic Systems

Based on singularly perturbed bilinear quadratic problems, this paper proposes to decompose the full-order system into two subsystems of a slow-time and fast-time scale. Utilizing the fixed point iterative algorithm to solve cross-coupled algebraic Riccati equations, equilibrium strategies of the two subsystems can be obtained, and further the composite strategy of the original full-order system. It was proved that such a composite strategy formed ano(ε) (near) Stackelberg equilibrium, and a numerical result of the algorithm was presented in the end.