A Solution Method for the Static Constrained Stackelberg Problem Via Penalty Method

Eitaro Aiyoshi, Kiyotaka Shimizu

Research output: Contribution to journalArticlepeer-review

116 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)1111-1114
Number of pages4
JournalIEEE Transactions on Automatic Control
Volume29
Issue number12
DOIs
Publication statusPublished - 1984 Dec
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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