Related papers: Negative Prices in Network Pricing Games
Governments are motivated to subsidize profit-driven firms that manufacture zero-emission vehicles to ensure they become price-competitive. This paper introduces a dynamic Stackelberg game to determine the government's optimal subsidy…
We solve exactly a simple model of trend following strategy, and obtain the analytical shape of the profit per trade distribution. This distribution is non trivial and has an option like, asymmetric structure. The degree of asymmetry…
Stackelberg games originate where there are market leaders and followers, and the actions of leaders influence the behavior of the followers. Mathematical modelling of such games results in what's called a Bilevel Optimization problem.…
We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…
An active line of research has considered games played on networks in which payoffs depend on both a player's individual decision and also the decisions of her neighbors. Such games have been used to model issues including the formation of…
Despite the advantage of preserving data privacy, federated learning (FL) still suffers from the straggler issue due to the limited computing resources of distributed clients and the unreliable wireless communication environment. By…
The $1-N$ generalized Stackelberg game (single-leader multi-follower game) is intricately intertwined with the interaction between a leader and followers (hierarchical interaction) and the interaction among followers (simultaneous…
This paper analyzes the impact of peer effects on electricity consumption of a network of rational, utility-maximizing users. Users derive utility from consuming electricity as well as consuming less energy than their neighbors. However, a…
This paper is concerned with a three-level multi-leader-follower incentive Stackelberg game with $H_\infty$ constraint. Based on $H_2/H_\infty$ control theory, we firstly obtain the worst-case disturbance and the team-optimal strategy by…
We address the problem of improving bidders' strategies in prior-dependent revenue-maximizing auctions and introduce a simple and generic method to design novel bidding strategies if the seller uses past bids to optimize her mechanism. We…
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…
Adversarial regularization has been shown to improve the generalization performance of deep learning models in various natural language processing tasks. Existing works usually formulate the method as a zero-sum game, which is solved by…
We consider a stochastic game between a trader and a central bank in a target zone market with a lower currency peg. This currency peg is maintained by the central bank through the generation of permanent price impact, thereby aggregating…
Profit Maximization is one of the key objectives for social media marketing, where the task is to choose a limited number of highly influential nodes such that their initial activation leads to maximum profit. In this paper, we introduce a…
We investigate online pricing in two-sided markets where a platform repeatedly posts prices based on binary accept/reject feedback to maximize gains-from-trade (GFT) or profit. We characterize the regret achievable across three mechanism…
In this paper, the problem of grid-to-vehicle energy exchange between a smart grid and plug-in electric vehicle groups (PEVGs) is studied using a noncooperative Stackelberg game. In this game, on the one hand, the smart grid that acts as a…
We study strong equilibria in network creation games. These form a classical and well-studied class of games where a set of players form a network by buying edges to their neighbors at a cost of a fixed parameter $\alpha$. The cost of a…
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a…
In this paper, we study the framework of two-player Stackelberg games played on graphs in which Player 0 announces a strategy and Player 1 responds rationally with a strategy that is an optimal response. While it is usually assumed that…
In this paper, we consider a discrete-time Stackelberg mean field game with a leader and an infinite number of followers. The leader and the followers each observe types privately that evolve as conditionally independent controlled Markov…