Regularizations for two-level optimization problems

Authors Pierre Loridan, Jacqueline Morgan

Publication date 21 February 1993

Hierarchical games (including Stackelberg games) (91A65)

[For the entire collection see Zbl 0746.00073.] Let \(X\) and \(Y\) be two non-empty subset of finite-dimensional Euclidean spaces \(U\) and \(V\), \(f_ 1\) and \(f_ 2\) two functionals defined on \(X\times Y\) and valued in \(\mathbb{R}\cup \{+\infty\}\). We consider the following two level optimization problem corresponding to a two-player game in which the first player (leader) has a dominant role whereas the second reacts by choosing an optimal response: Find \(\bar x\in X\) such that: \(\sup_{y\in M_ 2(\bar x)}f_ 1(\bar x,y)=\min_{x\in X}\sup_{y\in M_ 2(x)} f_ 1(x,y)\), where \(M_ 2(x)\) is the set of optimal solutions to the lower level problem \(P(x): \inf_{y\in Y} f_ 2(x,y)\). In this paper constraints are assumed to be included in the objective functions \(f_ 1\) and \(f_ 2\) by using indicator functionals associated with the feasible sets.

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