Related papers: Constrained Linear Quadratic Stackelberg Games wit…
This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional in finite horizon. The coefficients in the state equation and…
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…
Although dynamic games provide a rich paradigm for modeling agents' interactions, solving these games for real-world applications is often challenging. Many real-world interactive settings involve general nonlinear state and input…
Optimizing strategic decisions (a.k.a. computing equilibrium) is key to the success of many non-cooperative multi-agent applications. However, in many real-world situations, we may face the exact opposite of this game-theoretic problem --…
This paper investigates the non-zero-sum linear-quadratic stochastic Stackelberg differential games with affine constraints, which depend on both the follower's response and the leader's strategy. With the help of the stochastic Riccati…
By utilizing tools from game theory, we develop a novel multi-period-multi-company demand response framework considering the interactions between companies (sellers of energy) and their consumers (buyers of energy). We model the…
In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an…
This paper investigates the convergence of learning dynamics in Stackelberg games. In the class of games we consider, there is a hierarchical game being played between a leader and a follower with continuous action spaces. We establish a…
This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…
This paper addresses a Stackelberg stochastic linear-quadratic (LQ) differential game under closed-loop information, a problem inherently time-inconsistent. Existing approaches rely on solving two coupled Hamilton-Jacobi-Bellman (HJB)…
In this work, we consider the problem of autonomous racing with multiple agents where agents must interact closely and influence each other to compete. We model interactions among agents through a game-theoretical framework and propose an…
The Stackelberg game depicts a leader-follower relationship wherein decisions are made sequentially, and the Stackelberg equilibrium represents an expected optimal solution when the leader can anticipate the rational response of the…
In the context of high fossil fuel consumption and inefficiency within China's energy systems, effective demand-side management is essential. This study examines the thermal characteristics of various building types across different…
In this paper, we study a linear-quadratic partially observed Stackelberg stochastic differential game problem in which a single leader and multiple followers are involved. We consider more practical formulation for partial information that…
A Stackelberg game is played between a leader and a follower. The leader first chooses an action, then the follower plays his best response. The goal of the leader is to pick the action that will maximize his payoff given the follower's…
This paper studies the optimal mechanisms for the vertically integrated utility to dispatch and incentivize the third-party demand response (DR) providers in its territory. A framework is proposed, with three-layer coupled Stackelberg and…
This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$\sigma$-algebra of that available to the leader. Such kind of…
In this paper, we present an efficient algorithm to solve online Stackelberg games, featuring multiple followers, in a follower-agnostic manner. Unlike previous works, our approach works even when leader has no knowledge about the…
In this work, a novel Stackelberg game theoretic framework is proposed for trading energy bidirectionally between the demand-response (DR) aggregator and the prosumers. This formulation allows for flexible energy arbitrage and additional…
We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…