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Local Stackelberg Equilibrium Seeking in Generalized Aggregative Games

Local Stackelberg Equilibrium Seeking in Generalized Aggregative Games

We propose a two-layer, semidecentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically, we focus on a single-leader, multiple-follower problem, and after equivalently recasting the Stackelberg game as a mathematical program with complementarity constraints (MPCC), we iteratively convexify a regularized …