双线性Stackelberg问题

On Bilinear Stackelberg Problems

众所周知．双线性Ｓｔａｃｋｅｌｂｅｔｇ问题一般是一种具有不可徽（可能是不连续）目标函数的规划．本文首先将其他为等价的可微的规划，从而提供了求解此问题的新见解．同时，我们给出了问题的最优值的一个上界以及下界的估计．对特殊情况的双线性问题给出了解的存在性定理．

It is known that the bilinear Stackelberg problem has in general a nondifferentiable (Perhapsdiscontinuous) objective function. In this paper,we first transform the problem into an equivalent differentible one; some strategies for solving the problem are then presented. Meanwhile,we give estimation of lower bounds and an upper bound for the optimal value of the problem. An existence theorem of the solution is presented for the problem in a special case.