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Finding a Multiple Follower Stackelberg Equilibrium: A Fully First-Order Method

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arxiv 2509.08161 v1 pith:4XICZQ3Q submitted 2025-09-09 math.OC cs.GT

Finding a Multiple Follower Stackelberg Equilibrium: A Fully First-Order Method

classification math.OC cs.GT
keywords gradientequilibriumfirstfirst-orderfullyapproximatingfollowerfollowers
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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In this work, we propose the first fully first-order method to compute an epsilon stationary Stackelberg equilibrium with convergence guarantees. To achieve this, we first reframe the leader follower interaction as single level constrained optimization. Second, we define the Lagrangian and show that it can approximate the leaders gradient in response to the equilibrium reached by followers with only first-order gradient evaluations. These findings suggest a fully first order algorithm that alternates between (i) approximating followers best responses through gradient descent and (ii) updating the leaders strategy via approximating the gradient using Lagrangian.

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Cited by 4 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. Finite-Time Analysis of Q-Value Iteration for General-Sum Stackelberg Games

    cs.LG 2026-04 unverdicted novelty 7.0

    Provides the first finite-time convergence guarantees for Q-value iteration in general-sum Stackelberg Markov games.

  2. Shared Infrastructure Investment and Pricing: Stackelberg Equilibria in Risk-Aware Take-or-Pay Contracts

    cs.GT 2026-06 conditional novelty 5.0

    The paper proves existence of a Stackelberg equilibrium and sufficient conditions for uniqueness of the follower variational equilibrium in a shared-infrastructure pricing game with risk-averse, congestion-coupled fir...

  3. Continuity of VaR and Continuous Differentiability of CVaR under Decision-Dependent Losses

    cs.GT 2026-06 unverdicted novelty 5.0

    Sufficient local conditions are derived for continuity of decision-dependent VaR and C1 differentiability of CVaR, plus an explicit gradient formula.

  4. Shared Infrastructure Investment and Pricing: Stackelberg Equilibria in Risk-Aware Take-or-Pay Contracts

    cs.GT 2026-06 unverdicted novelty 4.0

    Formalizes shared infrastructure as a risk-aware Stackelberg game with take-or-pay contracts, proves equilibrium existence, gives a polynomial-time approximation algorithm, derives a PoP lower bound, and simulates ris...