A new parallel splitting augmented Lagrangian-based method for a Stackelberg game

Journal of inequalities and applications

Xihong Yan¹ 

关键词: Stackelberg game;    variational inequality;    separable structure;    convergence;    parallel splitting method;   

DOI  :  10.1186/s13660-016-1047-7

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

This paper addresses a novel solution scheme for a special class of variational inequality problems which can be applied to model a Stackelberg game with one leader and three or more followers. In the scheme, the leader makes his decision first and then the followers reveal their choices simultaneously based on the information of the leader’s strategy. Under mild conditions, we theoretically prove that the scheme can obtain an equilibrium. The proposed approach is applied to solve a simple game and a traffic problem. Numerical results about the performance of the new method are reported.

【 授权许可】

CC BY