With the continuous enhancement of intelligence and maneuverability of tactical targets， traditional open-loop guidance strategies represented by the proportional navigation guidance law could hardly meet the tactical demands of the future high-maneuverability and intensive game competitive interception confrontations. This paper， based on model predictive control and Stackelberg game theory， transforms the guidance confrontation problem into a game optimization problem， thereby turning the generation of optimal guidance commands into a rapid search for the game equilibrium point. Further， it introduces an active-set method， which is compatible with the nonlinear dynamics of the missile-target model and process constraints. This ensures that the game equilibrium point is reachable in a finite number of steps and guarantees the timeliness of the commands. Simulation results show that compared to traditional guidance laws， this guidance law can significantly improve the interception accuracy and success rates in intensive game competitive scenarios.