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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…

Optimization and Control · Mathematics 2021-05-25 Yueyang Zheng , Jingtao Shi

Stochastic games are a well established model for multi-agent sequential decision making under uncertainty. In practical applications, though, agents often have only partial observability of their environment. Furthermore, agents…

Computer Science and Game Theory · Computer Science 2024-07-02 Rui Yan , Gabriel Santos , Gethin Norman , David Parker , Marta Kwiatkowska

In stochastic games with incomplete information, the uncertainty is evoked by the lack of knowledge about a player's own and the other players' types, i.e. the utility function and the policy space, and also the inherent stochasticity of…

Machine Learning · Computer Science 2022-03-21 Hannes Eriksson , Debabrota Basu , Mina Alibeigi , Christos Dimitrakakis

We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Martin Chmelik , Rupak Majumdar

Pursuit-evasion scenarios appear widely in robotics, security domains, and many other real-world situations. We focus on two-player pursuit-evasion games with concurrent moves, infinite horizon, and discounted rewards. We assume that the…

Computer Science and Game Theory · Computer Science 2016-08-05 Karel Horák , Branislav Bošanský

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

Multiagent Systems · Computer Science 2026-04-02 Wonseok Yang , Thinh T. Doan

This paper considers a network of agents, where each agent is assumed to take actions optimally with respect to a predefined payoff function involving the latest actions of the agent's neighbors. Neighborhood relationships stem from payoff…

Dynamical Systems · Mathematics 2021-01-19 Sadegh Arefizadeh , Sadjaad Ozgoli , Sadegh Bolouki , Tamer Başar

Recent results in the ML community have revealed that learning algorithms used to compute the optimal strategy for the leader to commit to in a Stackelberg game, are susceptible to manipulation by the follower. Such a learning algorithm…

Computer Science and Game Theory · Computer Science 2022-09-12 Georgios Birmpas , Jiarui Gan , Alexandros Hollender , Francisco J. Marmolejo-Cossío , Ninad Rajgopal , Alexandros A. Voudouris

The partial monitoring (PM) framework provides a theoretical formulation of sequential learning problems with incomplete feedback. On each round, a learning agent plays an action while the environment simultaneously chooses an outcome. The…

Machine Learning · Computer Science 2024-05-17 Maxime Heuillet , Ola Ahmad , Audrey Durand

In this paper, we consider discrete-time partially observed mean-field games with the risk-sensitive optimality criterion. We introduce risk-sensitivity behaviour for each agent via an exponential utility function. In the game model, each…

Systems and Control · Electrical Eng. & Systems 2022-11-11 Naci Saldi , Tamer Basar , Maxim Raginsky

In this paper we formulate and study an optimal switching problem under partial information. In our model the agent/manager/investor attempts to maximize the expected reward by switching between different states/investments. However, he is…

Optimization and Control · Mathematics 2014-03-10 Kai Li , Kaj Nyström , Marcus Olofsson

When interacting with other decision-making agents in non-adversarial scenarios, it is critical for an autonomous agent to have inferable behavior: The agent's actions must convey their intention and strategy. We model the inferability…

Computer Science and Game Theory · Computer Science 2025-06-03 Mustafa O. Karabag , Sophia Smith , Negar Mehr , David Fridovich-Keil , Ufuk Topcu

We study a pursuit-evasion game between two players with car-like dynamics and sensing limitations by formalizing it as a partially observable stochastic zero-sum game. The partial observability caused by the sensing constraints is…

Robotics · Computer Science 2025-06-17 Burak M. Gonultas , Volkan Isler

We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…

Computer Science and Game Theory · Computer Science 2024-09-13 Jiarui Gan , Rupak Majumdar , Debmalya Mandal , Goran Radanovic

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

This paper studies the synthesis of control policies for an agent that has to satisfy a temporal logic specification in a partially observable environment, in the presence of an adversary. The interaction of the agent (defender) with the…

Systems and Control · Computer Science 2019-03-19 Bhaskar Ramasubramanian , Andrew Clark , Linda Bushnell , Radha Poovendran

We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader's decision. The resulting random variable is…

Optimization and Control · Mathematics 2021-11-30 Johanna Burtscheidt , Matthias Claus , Sergio Conti , Martin Rumpf , Josua Sassen , Rüdiger Schultz

This paper proposes and studies a class of discrete-time finite-time-horizon Stackelberg mean-field games, with one leader and an infinite number of identical and indistinguishable followers. In this game, the objective of the leader is to…

Optimization and Control · Mathematics 2022-10-11 Xin Guo , Anran Hu , Jiacheng Zhang

This paper studies the synthesis of control policies for an agent that has to satisfy a temporal logic specification in a partially observable environment, in the presence of an adversary. The interaction of the agent (defender) with the…

Systems and Control · Electrical Eng. & Systems 2020-11-09 Bhaskar Ramasubramanian , Luyao Niu , Andrew Clark , Linda Bushnell , Radha Poovendran