Optimal nonlinear solutions for reverse Stackelberg games with incomplete information

Zhou Su; Simone Baldi; Bart De Schutter

doi:10.1109/CDC.2016.7799082

Optimal nonlinear solutions for reverse Stackelberg games with incomplete information

Team Bart De Schutter

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific › peer-review

Abstract

The reverse Stackelberg game provides a suitable decision-making framework for hierarchical control problems like network pricing and toll design. We propose a novel numerical solution approach for systematic computation of optimal nonlinear leader functions, also known as incentives, for reverse Stackelberg games with incomplete information and general, nonconcave utility functions. In particular, we apply basis function approximation to the class of nonlinear leader functions, and treat the incentive design problem as a standard semi-infinite programming problem. A worked example is provided to illustrate the proposed solution approach and to demonstrate its efficiency.

Original language	English
Title of host publication	Proceedings 2016 IEEE 55th Conference on Decision and Control (CDC)
Editors	Francesco Bullo, Christophe Prieur, Alessandro Giua
Place of Publication	Piscataway, NJ, USA
Publisher	IEEE
Pages	5304-5309
ISBN (Print)	978-1-5090-1837-6
DOIs	https://doi.org/10.1109/CDC.2016.7799082
Publication status	Published - 2016
Event	55th IEEE Conference on Decision and Control, CDC 2016 - Las Vegas, United States Duration: 12 Dec 2016 → 14 Dec 2016

Conference

Conference	55th IEEE Conference on Decision and Control, CDC 2016
Abbreviated title	CDC 2016
Country/Territory	United States
City	Las Vegas
Period	12/12/16 → 14/12/16

Keywords

Games
Programming
Optimization
Standards
Systematics
Indexes
Decision making

Access to Document

10.1109/CDC.2016.7799082

Cite this

@inproceedings{bf153ce81ee1482d8c6b487d4e76b0ac,

title = "Optimal nonlinear solutions for reverse Stackelberg games with incomplete information",

abstract = "The reverse Stackelberg game provides a suitable decision-making framework for hierarchical control problems like network pricing and toll design. We propose a novel numerical solution approach for systematic computation of optimal nonlinear leader functions, also known as incentives, for reverse Stackelberg games with incomplete information and general, nonconcave utility functions. In particular, we apply basis function approximation to the class of nonlinear leader functions, and treat the incentive design problem as a standard semi-infinite programming problem. A worked example is provided to illustrate the proposed solution approach and to demonstrate its efficiency.",

keywords = "Games, Programming, Optimization, Standards, Systematics, Indexes, Decision making",

author = "Zhou Su and Simone Baldi and {De Schutter}, Bart",

year = "2016",

doi = "10.1109/CDC.2016.7799082",

language = "English",

isbn = "978-1-5090-1837-6",

pages = "5304--5309",

editor = "Bullo, {Francesco } and Prieur, {Christophe } and Alessandro Giua",

booktitle = "Proceedings 2016 IEEE 55th Conference on Decision and Control (CDC)",

publisher = "IEEE",

address = "United States",

note = "55th IEEE Conference on Decision and Control, CDC 2016, CDC 2016 ; Conference date: 12-12-2016 Through 14-12-2016",

}

Su, Z, Baldi, S & De Schutter, B 2016, Optimal nonlinear solutions for reverse Stackelberg games with incomplete information. in F Bullo, C Prieur & A Giua (eds), Proceedings 2016 IEEE 55th Conference on Decision and Control (CDC) . IEEE, Piscataway, NJ, USA, pp. 5304-5309, 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, United States, 12/12/16. https://doi.org/10.1109/CDC.2016.7799082

Optimal nonlinear solutions for reverse Stackelberg games with incomplete information. / Su, Zhou; Baldi, Simone ; De Schutter, Bart.
Proceedings 2016 IEEE 55th Conference on Decision and Control (CDC) . ed. / Francesco Bullo; Christophe Prieur; Alessandro Giua. Piscataway, NJ, USA: IEEE, 2016. p. 5304-5309.

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific › peer-review

TY - GEN

T1 - Optimal nonlinear solutions for reverse Stackelberg games with incomplete information

AU - Su, Zhou

AU - Baldi, Simone

AU - De Schutter, Bart

PY - 2016

Y1 - 2016

N2 - The reverse Stackelberg game provides a suitable decision-making framework for hierarchical control problems like network pricing and toll design. We propose a novel numerical solution approach for systematic computation of optimal nonlinear leader functions, also known as incentives, for reverse Stackelberg games with incomplete information and general, nonconcave utility functions. In particular, we apply basis function approximation to the class of nonlinear leader functions, and treat the incentive design problem as a standard semi-infinite programming problem. A worked example is provided to illustrate the proposed solution approach and to demonstrate its efficiency.

AB - The reverse Stackelberg game provides a suitable decision-making framework for hierarchical control problems like network pricing and toll design. We propose a novel numerical solution approach for systematic computation of optimal nonlinear leader functions, also known as incentives, for reverse Stackelberg games with incomplete information and general, nonconcave utility functions. In particular, we apply basis function approximation to the class of nonlinear leader functions, and treat the incentive design problem as a standard semi-infinite programming problem. A worked example is provided to illustrate the proposed solution approach and to demonstrate its efficiency.

KW - Games

KW - Programming

KW - Optimization

KW - Standards

KW - Systematics

KW - Indexes

KW - Decision making

U2 - 10.1109/CDC.2016.7799082

DO - 10.1109/CDC.2016.7799082

M3 - Conference contribution

SN - 978-1-5090-1837-6

SP - 5304

EP - 5309

BT - Proceedings 2016 IEEE 55th Conference on Decision and Control (CDC)

A2 - Bullo, Francesco

A2 - Prieur, Christophe

A2 - Giua, Alessandro

PB - IEEE

CY - Piscataway, NJ, USA

T2 - 55th IEEE Conference on Decision and Control, CDC 2016

Y2 - 12 December 2016 through 14 December 2016

ER -

Optimal nonlinear solutions for reverse Stackelberg games with incomplete information

Abstract

Conference

Keywords

Access to Document

Fingerprint

Cite this