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

Eitaro Aiyoshi, Kiyotaka Shimizu

研究成果: Article査読

116 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)1111-1114
ページ数4
ジャーナルIEEE Transactions on Automatic Control
29
12
DOI
出版ステータスPublished - 1984 12月
外部発表はい

ASJC Scopus subject areas

  • 制御およびシステム工学
  • コンピュータ サイエンスの応用
  • 電子工学および電気工学

引用スタイル