Open-loop Stackelberg strategies in a linear-quadratic differential game with time delay

Abstract The open-loop Stackelberg strategies in a linear-quadratic differential game with time delay are constructed in the form of necessary and sufficient conditions. The evolution of a game with time delay is described by coupled differential equations composed of lumped and distributed parameter subsystems. Calculation of solutions is facilitated by transforming two-point boundary-value problems to terminal boundary-value ones by the introduction of Riccati-type differential equations.