A Fast and High-Accuracy Finite-Time Sliding-Mode Algorithm for Computing Local Stackelberg Equilibria in Nonlinear Bilevel Games
Abstract
Computing local Stackelberg equilibria in nonlinear sequential games is challenging because gradient-based best-response methods may diverge, cycle, or converge to stationary points that do not satisfy the required equilibrium conditions. These failures can result from curvature asymmetry, unstable response mappings, and lack of invariance with respect to the follower's best-response manifold. This paper introduces the Stackelberg Sliding-Mode Algorithm (SSMA), a control-theoretic framework that recasts Stackelberg equilibrium computation as a manifold-stabilization problem. The follower and leader first-order optimality conditions define Stackelberg sliding manifolds, and sliding-mode dynamics drive the iterates to these manifolds in finite time. The follower curvature and leader reduced-curvature conditions determine manifold attractivity, making valid local Stackelberg equilibria attractive while rejecting stationary points that fail the second-order equilibrium conditions. The resulting approach integrates finite-time manifold stabilization, Stackelberg-consistent dynamics, and curvature-based equilibrium selection within a unified framework. Across 500 nonconvex Monte Carlo trials, SSMA achieved 100\% success, reached the prescribed tolerance in a median of 26 iterations, compared with 456 for the nearest fully successful baselines, and attained terminal residuals near 10−16, while converging to a valid local Stackelberg equilibrium.
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BibTeX
@misc{zenati2026fast,
title = {{A Fast and High-Accuracy Finite-Time Sliding-Mode Algorithm for Computing Local Stackelberg Equilibria in Nonlinear Bilevel Games}},
author = {Abdelhafid Zenati and Dave D Muir and Kamal Youcef-Toumi},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.11718},
eprint = {2610.11718},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.11718},
}
RIS
TY - UNPB
TI - A Fast and High-Accuracy Finite-Time Sliding-Mode Algorithm for Computing Local Stackelberg Equilibria in Nonlinear Bilevel Games
AU - Abdelhafid Zenati
AU - Dave D Muir
AU - Kamal Youcef-Toumi
PY - 2026
DA - 2026/10/08
PB - arXiv
DO - 10.48550/arxiv.2610.11718
UR - https://arxiv.org/abs/2610.11718
AB - Computing local Stackelberg equilibria in nonlinear sequential games is challenging because gradient-based best-response methods may diverge, cycle, or converge to stationary points that do not satisfy the required equilibrium conditions. These failures can result from curvature asymmetry, unstable response mappings, and lack of invariance with respect to the follower's best-response manifold. This paper introduces the Stackelberg Sliding-Mode Algorithm (SSMA), a control-theoretic framework that recasts Stackelberg equilibrium computation as a manifold-stabilization problem. The follower and leader first-order optimality conditions define Stackelberg sliding manifolds, and sliding-mode dynamics drive the iterates to these manifolds in finite time. The follower curvature and leader reduced-curvature conditions determine manifold attractivity, making valid local Stackelberg equilibria attractive while rejecting stationary points that fail the second-order equilibrium conditions. The resulting approach integrates finite-time manifold stabilization, Stackelberg-consistent dynamics, and curvature-based equilibrium selection within a unified framework. Across 500 nonconvex Monte Carlo trials, SSMA achieved 100\% success, reached the prescribed tolerance in a median of 26 iterations, compared with 456 for the nearest fully successful baselines, and attained terminal residuals near 10^−16, while converging to a valid local Stackelberg equilibrium.
ER -