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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

In this paper, we consider a discrete-time stochastic Stackelberg game with a single leader and multiple followers. Both the followers and the leader together have conditionally independent private types, conditioned on action and previous…

Optimization and Control · Mathematics 2022-09-21 Deepanshu Vasal

Repeated games consider a situation where multiple agents are motivated by their independent rewards throughout learning. In general, the dynamics of their learning become complex. Especially when their rewards compete with each other like…

Computer Science and Game Theory · Computer Science 2023-05-23 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

Zero-sum stochastic games have found important applications in a variety of fields, from machine learning to economics. Work on this model has primarily focused on the computation of Nash equilibrium due to its effectiveness in solving…

Computer Science and Game Theory · Computer Science 2022-11-28 Denizalp Goktas , Jiayi Zhao , Amy Greenwald

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

Optimization and Control · Mathematics 2020-07-02 Florian Schäfer , Anima Anandkumar

Learning in games discusses the processes where multiple players learn their optimal strategies through the repetition of game plays. The dynamics of learning between two players in zero-sum games, such as Matching Pennies, where their…

Computer Science and Game Theory · Computer Science 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

We study the computational complexity of finding Stackelberg Equilibria in general-sum games, where the set of pure strategies of the leader and the followers are exponentially large in a natrual representation of the problem. In…

Computer Science and Game Theory · Computer Science 2019-09-10 Avrim Blum , Nika Hagtalab , MohammadTaghi Hajiaghayi , Saeed Seddighin

We introduce and study incentive equilibria for multi-player meanpayoff games. Incentive equilibria generalise well-studied solution concepts such as Nash equilibria and leader equilibria (also known as Stackelberg equilibria). Recall that…

Computer Science and Game Theory · Computer Science 2015-11-03 Anshul Gupta , M. S. Krishna Deepak , Bharath Kumar Padarthi , Sven Schewe , Ashutosh Trivedi

Zero-sum Markov Stackelberg games can be used to model myriad problems, in domains ranging from economics to human robot interaction. In this paper, we develop policy gradient methods that solve these games in continuous state and action…

Computer Science and Game Theory · Computer Science 2024-01-24 Denizalp Goktas , Arjun Prakash , Amy Greenwald

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

We introduce a reinforcement learning framework for economic design where the interaction between the environment designer and the participants is modeled as a Stackelberg game. In this game, the designer (leader) sets up the rules of the…

Computer Science and Game Theory · Computer Science 2024-07-22 Gianluca Brero , Alon Eden , Darshan Chakrabarti , Matthias Gerstgrasser , Amy Greenwald , Vincent Li , David C. Parkes

This paper studies a class of dynamic Stackelberg games under open-loop information structure with constrained linear agent dynamics and quadratic utility functions. We show two important properties for this class of dynamic Stackelberg…

Optimization and Control · Mathematics 2016-08-09 Sen Li , Wei Zhang , Jianming Lian , Karanjit Kalsi

The behavior of no-regret learning algorithms is well understood in two-player min-max (i.e, zero-sum) games. In this paper, we investigate the behavior of no-regret learning in min-max games with dependent strategy sets, where the strategy…

Computer Science and Game Theory · Computer Science 2022-04-15 Denizalp Goktas , Jiayi Zhao , Amy Greenwald

This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…

Computer Science and Game Theory · Computer Science 2025-03-04 Margarida Carvalho , Gabriele Dragotto , Felipe Feijoo , Andrea Lodi , Sriram Sankaranarayanan

We study a two-player Stackelberg game with incomplete information such that the follower's strategy belongs to a known family of parameterized functions with an unknown parameter vector. We design an adaptive learning approach to…

Computer Science and Game Theory · Computer Science 2021-01-12 Guosong Yang , Radha Poovendran , João P. Hespanha

We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…

Machine Learning · Computer Science 2023-12-08 Runyu Zhang , Zhaolin Ren , Na Li

The Stackelberg game model, where a leader commits to a strategy and the follower best responds, has found widespread application, particularly to security problems. In the security setting, the goal is for the leader to compute an optimal…

Computer Science and Game Theory · Computer Science 2022-09-19 Sai Mali Ananthanarayanan , Christian Kroer

In the literature on game-theoretic equilibrium finding, focus has mainly been on solving a single game in isolation. In practice, however, strategic interactions -- ranging from routing problems to online advertising auctions -- evolve…

Computer Science and Game Theory · Computer Science 2023-03-02 Keegan Harris , Ioannis Anagnostides , Gabriele Farina , Mikhail Khodak , Zhiwei Steven Wu , Tuomas Sandholm

Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…

Optimization and Control · Mathematics 2025-04-03 Jingqi Li , Somayeh Sojoudi , Claire Tomlin , David Fridovich-Keil