Regularization and Approximation Methods in Stackelberg Games and Bilevel Optimization
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- Francesco Caruso & M. Beatrice Lignola & Jacqueline Morgan, 2020. "Regularization and Approximation Methods in Stackelberg Games and Bilevel Optimization," Springer Optimization and Its Applications, in: Stephan Dempe & Alain Zemkoho (ed.), Bilevel Optimization, chapter 0, pages 77-138, Springer.
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Cited by:
- Francesco Caruso & Maria Carmela Ceparano & Jacqueline Morgan, 2021. "A Local Variation Method for Bilevel Nash Equilibrium Problems," CSEF Working Papers 620, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Francesco Caruso & Maria Carmela Ceparano & Jacqueline Morgan, 2024.
"Asymptotic behavior of subgame perfect Nash equilibria in Stackelberg games,"
Annals of Operations Research, Springer, vol. 336(3), pages 1573-1590, May.
- Francesco Caruso & Maria Carmela Ceparano & Jacqueline Morgan, 2022. "Asymptotic Behavior of Subgame Perfect Nash Equilibria in Stackelberg Games," CSEF Working Papers 661, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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Keywords
Two-stage Stackelberg game; bilevel optimization; pessimistic and optimistic problem; intermediate Stackelberg problem; subgame perfect Nash equilibrium; existence and stability of solutions; constructive selection method; follower's optimal reaction set approximation; approximate solution; viscosity solution; follower's payoff function approximation; Tikhonov method; proximal regularization; cost-to-move.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GTH-2019-09-30 (Game Theory)
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