Abstract
We consider the Stackelberg problem corresponding to a two-player game in which one of the two players has the leadership in playing the game. We present a general approach for approximating the considered hierarchical programming problem by a sequence of two-level optimization problems. From a practical point of view, we also give some results for asymptotically Stackelberg approximating sequences and for problems with perturbed constraints.
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Communicated by M. Simaan
This paper is based upon results first presented at “Journées Fermat: Mathematics for Optimization,” Toulouse, France, May 1985.
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Loridan, P., Morgan, J. A theoretical approximation scheme for Stackelberg problems. J Optim Theory Appl 61, 95–110 (1989). https://doi.org/10.1007/BF00940846
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DOI: https://doi.org/10.1007/BF00940846