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In this paper, the known deterministic linear-quadratic Stackelberg game is revisited, whose open-loop Stackelberg solution actually possesses the nature of time inconsistency. To handle this time inconsistency, {a two-tier game framework…
We introduce the application of online learning in a Stackelberg game pertaining to a system with two learning agents in a dyadic exchange network, consisting of a supplier and retailer, specifically where the parameters of the demand…
Bilevel optimization problems are a class of challenging optimization problems, which contain two levels of optimization tasks. In these problems, the optimal solutions to the lower level problem become possible feasible candidates to the…
This paper presents an interaction-aware energy management optimization framework for Formula 1 racing. The considered scenario involves two agents and a drag reduction model. Strategic interactions between the agents are captured by a…
This paper is concerned with a linear-quadratic (LQ) Stackelberg mean field games of backward-forward stochastic systems, involving a backward leader and a substantial number of forward followers. The leader initiates by providing its…
A two-player finite horizon linear-quadratic Stackelberg differential game is considered. The feature of this game is that the control cost of a follower in the cost functionals of both players is small, which means that the game under…
In many applications, including Stackelberg games, machine learning, and power systems \cite{Mackay2018Selftuning,Heinrich1952The,Wang2021Bi-Level}, the decisions in a minimax optimization problem can be constrained by a solution to an…
This paper is concerned with a Stackelberg stochastic differential game with asymmetric noisy observation, with one follower and one leader. In our model, the follower cannot observe the state process directly, but could observe a noisy…
This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…
Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…
Partially observable stochastic games provide a rich mathematical paradigm for modeling multi-agent dynamic decision making under uncertainty and partial information. However, they generally do not admit closed-form solutions and are…
Due to the large size of the training data, distributed learning approaches such as federated learning have gained attention recently. However, the convergence rate of distributed learning suffers from heterogeneous worker performance. In…
In this paper, we investigate on the modeling of demand response activities between the single aggregator and multiple participating consumers. The model incorporates the bilevel structure that naturally occurs in the information structure…
This paper considers the problem of how to allocate power among competing users sharing a frequency-selective interference channel. We model the interaction between selfish users as a non-cooperative game. As opposed to the existing…
We study a two-player dynamic Stackelberg game where the follower's intention is unknown to the leader. Classical formulations of the Stackelberg equilibrium (SE) assume that the follower's best response (BR) function is known to the…
Stackelberg security game models and associated computational tools have seen deployment in a number of high-consequence security settings, such as LAX canine patrols and Federal Air Marshal Service. These models focus on isolated systems…
It is sometimes the case that one solution concept in game theory is equivalent to applying another solution concept to a modified version of the game. In such cases, does it make sense to study the former separately (as it applies to the…
We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…
There has been significant recent interest in game-theoretic approaches to security, with much of the recent research focused on utilizing the leader-follower Stackelberg game model. Among the major applications are the ARMOR program…
Mobility systems are complex socio-technical environments influenced by multiple stakeholders with hierarchically interdependent decisions, rendering effective control and policy design inherently challenging. We bridge hierarchical…