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Revision as of 08:29, 10 February 2024

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A theoretical approximation scheme for Stackelberg problems
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    A theoretical approximation scheme for Stackelberg problems (English)
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    1989
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    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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    limits of sets
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    Stackelberg problem
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    hierarchical programming
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    sequence of two-level optimization problems
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    asymptotically Stackelberg approximating sequences
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    perturbed constraints
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