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dc.contributor.authorCarlier, Guillaume
dc.contributor.authorMallozzi, Lina
dc.date.accessioned2019-10-14T11:33:27Z
dc.date.available2019-10-14T11:33:27Z
dc.date.issued2019-10
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/20131
dc.language.isoenen
dc.subjectbilevel optimizationen
dc.subjectStackelberg gamesen
dc.subjectGibbs measuresen
dc.subjectΓ-convergenceen
dc.subject.ddc515en
dc.titleSoftening bilevel problems via two-scale Gibbs measuresen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe introduce a new, and elementary, approximation method for bilevel optimization problems motivated by Stackelberg leader-follower games. Our technique is based on the notion of two-scale Gibbs measures. The first scale corresponds to the cost function of the follower and the second scale to that of the leader. We explain how to choose the weights corresponding to these two scales under very general assumptions and establish rigorous Γ-convergence results. An advantage of our method is that it is applicable both to optimistic and to pessimistic bilevel problems.en
dc.publisher.nameCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages27en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-02305909en
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2019
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2019-10-14T11:23:24Z
hal.person.labIds60
hal.person.labIds42093


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