A theoretical approximation scheme for Stackelberg problems |
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Authors: | P Loridan J Morgan |
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Affiliation: | (1) Département de Mathématiques, Laboratoire d'Analyse Numérique, Université de Bourgogne, Dijon, France;(2) Dipartimento di Matematica e Applicazioni, Università di Napoli, Napoli, Italy |
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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.This paper is based upon results first presented at Journées Fermat: Mathematics for Optimization, Toulouse, France, May 1985. |
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Keywords: | Stackelberg solutions two-level optimization problems approximations limits of sets |
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