A solution method for the static constrained Stackelberg problem via penalty method
- 1 December 1984
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 29 (12) , 1111-1114
- https://doi.org/10.1109/tac.1984.1103455
Abstract
This note presents a new solution method for the static constrained Stackelberg problem. Through our approach, the Stackelberg problem is completely transformed into a one-level unconstrained problem such that the newly introduced overall augmented objective function is minimized with repect to the leader's and the follower's variables jointly. It can be proved that a sequence of solutions to the transformed problems converges to the solution of the original problem, when the penalty parameters are updated.Keywords
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