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We consider robust Markov Decision Processes with Borel state and action spaces, unbounded cost and finite time horizon. Our formulation leads to a Stackelberg game against nature. Under integrability, continuity and compactness assumptions…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Alexander Glauner

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

We model a dynamic public good contribution game, where players are (naturally) formed into groups. The groups are exogenously placed in a sequence, with limited information available to players about their groups' position in the sequence.…

Theoretical Economics · Economics 2022-10-18 Chowdhury Mohammad Sakib Anwar , Jorge Bruno , Sonali SenGupta

Robust Reinforcement Learning (RL) focuses on improving performances under model errors or adversarial attacks, which facilitates the real-life deployment of RL agents. Robust Adversarial Reinforcement Learning (RARL) is one of the most…

Machine Learning · Computer Science 2022-09-27 Peide Huang , Mengdi Xu , Fei Fang , Ding Zhao

Reputation is a powerful mechanism to enforce cooperation among unrelated individuals through indirect reciprocity, but it suffers from disagreement originating from private assessment, noise, and incomplete information. In this work, we…

Populations and Evolution · Quantitative Biology 2021-07-12 Sanghun Lee , Yohsuke Murase , Seung Ki Baek

This paper considers two investors who perform mean-variance portfolio selection with asymmetric information: one knows the true stock dynamics, while the other has to infer the true dynamics from observed stock evolution. Their portfolio…

Mathematical Finance · Quantitative Finance 2025-09-05 Yu-Jui Huang , Shihao Zhu

We consider the problem of learning to exploit learning algorithms through repeated interactions in games. Specifically, we focus on the case of repeated two player, finite-action games, in which an optimizer aims to steer a no-regret…

Computer Science and Game Theory · Computer Science 2025-05-29 Yizhou Zhang , Yi-An Ma , Eric Mazumdar

Coordination is a desirable feature in many multi-agent systems such as robotic and socioeconomic networks. We consider a task allocation problem as a binary networked coordination game over an undirected regular graph. Each agent in the…

Systems and Control · Electrical Eng. & Systems 2023-10-02 Yifei Zhang , Marcos M. Vasconcelos

We consider preference communication in two-player multi-objective normal-form games. In such games, the payoffs resulting from joint actions are vector-valued. Taking a utility-based approach, we assume there exists a utility function for…

Computer Science and Game Theory · Computer Science 2022-06-13 Willem Röpke , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

The notion of approachability was introduced by Blackwell [1] in the context of vector-valued repeated games. The famous Blackwell's approachability theorem prescribes a strategy for approachability, i.e., for `steering' the average cost of…

Machine Learning · Computer Science 2016-06-22 Dileep Kalathil , Vivek Borkar , Rahul Jain

Learning to cooperate with other agents is challenging when those agents also possess the ability to adapt to our own behavior. Practical and theoretical approaches to learning in cooperative settings typically assume that other agents'…

Computer Science and Game Theory · Computer Science 2022-11-29 Robert Loftin , Frans A. Oliehoek

In this study, we explore the application of game theory, in particular Stackelberg games, to address the issue of effective coordination strategy generation for heterogeneous robots with one-way communication. To that end, focusing on the…

Robotics · Computer Science 2023-08-01 Yuhan Zhao , Baichuan Huang , Jingjin Yu , Quanyan Zhu

Cooperative games model the allocation of profit from joint actions, following considerations such as stability and fairness. We propose the reliability extension of such games, where agents may fail to participate in the game. In the…

Computer Science and Game Theory · Computer Science 2012-02-20 Yoram Bachrach , Reshef Meir , Michal Feldman , Moshe Tennenholtz

Open ad hoc teamwork is the problem of training a single agent to efficiently collaborate with an unknown group of teammates whose composition may change over time. A variable team composition creates challenges for the agent, such as the…

Multiagent Systems · Computer Science 2023-10-31 Arrasy Rahman , Ignacio Carlucho , Niklas Höpner , Stefano V. Albrecht

In many multiagent settings, such as electric vehicle charging and traffic routing, agents must make decisions in the face of uncertain behavior exhibited by others. Often, this uncertainty arises from multiple sources, such as incomplete…

Computer Science and Game Theory · Computer Science 2026-04-28 Andreas Feik , Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler , Dario Paccagnan

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…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Larkin Liu , Yuming Rong

High performance machine learning models have become highly dependent on the availability of large quantity and quality of training data. To achieve this, various central agencies such as the government have suggested for different data…

Machine Learning · Computer Science 2019-11-27 Zhiliang Chen

The aim of this paper is to perform a Stackelberg strategy to control parabolic equations. We have one control, \textit{the leader}, that is responsible for a null controllability property; additionally, we have a control \textit{the…

Optimization and Control · Mathematics 2016-10-20 Víctor Hernández-Santamaría , Luz de Teresa

Motivated by the question of how a principal can maximize its utility in repeated interactions with a learning agent, we study repeated games between an principal and an agent employing a mean-based learning algorithm. Prior work has shown…

Computer Science and Game Theory · Computer Science 2025-10-28 Nivasini Ananthakrishnan , Yuval Dagan , Kunhe Yang

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