NEW COMPUTATIONAL METHOD FOR STACKELBERG AND MIN-MAX PROBLEMS BY USE OF A PENALTY METHOD.

Kiyotaka Shimizu, Eitaro Aiyoshi

Research output: Contribution to journalArticle

68 Citations (Scopus)

Abstract

Paper is concerned with the Stackelberg problem and the min-max problem in competitive systems. The Stackelberg approach is applied to the optimization of two-level systems where the higher level determines the optimal value of its decision variables (parameters for the lower level) so as to minimize its objective, while the lower level minimizes its own objective with respect to the lower level decision variables under the given parameters. New computational methods are proposed that is, a series of nonlinear programming problems approximating the original two-level probelm by application of a penalty method to a constrained parametric problem in the lower level are solved iteratively.

Original languageEnglish
Pages (from-to)460-466
Number of pages7
JournalIEEE Transactions on Automatic Control
VolumeAC-26
Issue number2
Publication statusPublished - 1981 Apr

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Nonlinear programming
Computational methods

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

Cite this

NEW COMPUTATIONAL METHOD FOR STACKELBERG AND MIN-MAX PROBLEMS BY USE OF A PENALTY METHOD. / Shimizu, Kiyotaka; Aiyoshi, Eitaro.

In: IEEE Transactions on Automatic Control, Vol. AC-26, No. 2, 04.1981, p. 460-466.

Research output: Contribution to journalArticle

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