Skip to main content

A Hierarchical MultiModal Hybrid Stackelberg–Nash GA for a Leader with Multiple Followers Game

  • Conference paper
  • First Online:

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 20))

Abstract

In this paper a numerical procedure based on a genetic algorithm (GA) evolution process is given to compute a Stackelberg solution for a hierarchical n + 1-person game. There is a leader player who enounces a decision before the others, and the rest of players (followers) take into account this decision and solve a Nash equilibrium problem. So there is a two-level game between the leader and the followers, called Stackelberg–Nash problem. The idea of the Stackelberg-GA is to bring together genetic algorithms and Stackelberg strategy in order to process a genetic algorithm to build the Stackelberg strategy. In the lower level, the followers make their decisions simultaneously at each step of the evolutionary process, playing a so called Nash game between themselves. The use of a multimodal genetic algorithm allows to find multiple Stackelberg strategies at the upper level. In this model the uniqueness of the Nash equilibrium at the lower-level problem has been supposed. The algorithm convergence is illustrated by means of several test cases.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

References

  1. Başar, T., Olsder, G.J.: Dynamic noncooperative game theory, Reprint of the second (1995) edition. Classics in Applied Mathematics, 23. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA (1999)

    Google Scholar 

  2. Chinchuluun, A., Pardalos, P.M., Huang, H-X.: Multilevel (Hierarchical) optimization: complexity issues, optimality conditions, algorithms. In: Gao, D., Sherali, H. (eds.) Advances in Applied Mathematics and Global Optimization, pp. 197–221. Springer USA (2009)

    Google Scholar 

  3. D’Amato, E., Daniele, E., Mallozzi, L., Petrone, G.: Stackelberg-Nash solutions for global emission games with genetic algorithm, Preprint n. 19 Dipartimento di Matematica e Applicazioni Universita di Napoli di Napoli Federico II (2010)

    Google Scholar 

  4. Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A fast and elitist multi-objective genetic algorithm: NSGA-II. IEEE Trans. Evol. Comput. 6(2), 181–197 (2002)

    Article  Google Scholar 

  5. Fudenberg, D., Tirole, J.: Game Theory. The MIT Press, Cambridge, Massachusetts (1993)

    Google Scholar 

  6. Ho, Y.C., Luh, P.B., Muralidharan, R.: Information strucutre, stackelberg games, and incentive, controllability. IEEE Trans. Automat. Control 26, 454–460 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  7. Liu, B.: Stackelberg-Nash equilibrium for multilevel programming with multiple followers using genetic algorithms. Computers Math. Applic. 36(7), 79–89 (1998)

    Article  MATH  Google Scholar 

  8. Liu, W.  and Chawla, S.: A game theoretical model for adversarial learning. 2009 IEEE International Conference on Data Mining Workshops Miami, Florida, USA, pp. 25–30 (2009)

    Google Scholar 

  9. Luo, Z-Q., Pang, J-S., Ralph, D.: Mathematical Programs with Equilibrium Constraints. Cambridge University Press, Cambridge (1996)

    Google Scholar 

  10. Marcotte, P., Blain, M.A: Stackelberg-Nash model for the design of deregulated transit system, dynamic games in economic analysis. In: Hamalainen, R.H., Ethamo, H.K. (eds.) Lecture Notes in Control and Information Sciences, vol. 157, pp. 21–28. Springer, Berlin (1991)

    Google Scholar 

  11. Migdalas, A., Pardalos, P.M., Varbrand, P. (eds.): Multilevel Optimization: Algorithms and Applications. Kluwer Academic Publishers Kluwer Academic Publishers, Boston USA (1997)

    Google Scholar 

  12. Nash, J.: Non-cooperative games. Ann. Math. 54, 286–295 (1951)

    MathSciNet  MATH  Google Scholar 

  13. Periaux, J., Chen, H.Q., Mantel, B., Sefrioui, M., Sui, H.T.: Combining game theory and genetic algorithms with application to DDM-nozzle optimization problems. Finite Elem. Anal. Des. 37, 417–429 (2001)

    Article  MATH  Google Scholar 

  14. Sheraly, H.D., Soyster, A.L., Murphy, F.H.: Stackelberg-Nash-Cournot equilibria: characterizations and computations. Operation Res. 31, 253–276 (1983)

    Article  Google Scholar 

  15. Vallée, T., Başar, T.: Off-line computation of Stackelberg solutions with the genetic algorithm. Comput. Econ. 13, 201–209 (2001)

    Article  Google Scholar 

  16. Wang, J.F., Periaux, J.: Multi-Point optimization using GAS and Nash/Stackelberg games for high lift multi-airfoil design in aerodynamics. In: Proceedings of the 2001 Congress on Evolutionary Computation CEC 2001, May 2001, COEX, World Trade Center, 159 Samseong-dong, Gangnam-gu, Seoul, Korea, 27–30, pp. 552–559

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Lina Mallozzi .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer Science+Business Media New York

About this paper

Cite this paper

D’Amato, E., Daniele, E., Mallozzi, L., Petrone, G., Tancredi, S. (2012). A Hierarchical MultiModal Hybrid Stackelberg–Nash GA for a Leader with Multiple Followers Game. In: Sorokin, A., Murphey, R., Thai, M., Pardalos, P. (eds) Dynamics of Information Systems: Mathematical Foundations. Springer Proceedings in Mathematics & Statistics, vol 20. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3906-6_14

Download citation

Publish with us

Policies and ethics