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In this paper, we establish a dynamic game to allocate CSR (Corporate Social Responsibility) to the members of a supply chain. We propose a model of a three-tier supply chain in a decentralized state which includes a supplier, a…
We present a systematic investigation of the quantum games, constructed using a novel repeated game protocol, when played repeatedly ad infinitum. We focus on establishing that such repeated games -- by virtue of inherent quantum-mechanical…
We investigate the linear quadratic Gaussian Stackelberg game under a class of nested observation information pattern. Two decision makers implement control strategies relying on different information sets: The follower uses its observation…
Selecting the combination of security controls that will most effectively protect a system's assets is a difficult task. If the wrong controls are selected, the system may be left vulnerable to cyber-attacks that can impact the…
We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…
A zero-sum differential game with controlled jump-diffusion driven state is considered, and studied using a combination of dynamic programming and viscosity solution techniques. We prove, under certain conditions, that the value of the game…
We study a game of resource extraction of a common good under one-dimensional diffusive dynamics with player actions corresponding to singular stochastic control up to absorption at $0$, implying a trade-off between profitable resource…
Two-team zero-sum games are one of the most important paradigms in game theory. In this paper, we focus on finding an unexploitable equilibrium in large team games. An unexploitable equilibrium is a worst-case policy, where members in the…
This paper introduces a class of continuous-time, finite-player stochastic general-sum differential games that admit solutions through an exact linear PDE system. We formulate a distribution planning game utilizing the cross-log-likelihood…
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…
Function approximation (FA) has been a critical component in solving large zero-sum games. Yet, little attention has been given towards FA in solving \textit{general-sum} extensive-form games, despite them being widely regarded as being…
We prove that for a class of zero-sum differential games with incomplete information on both sides, the value admits a probabilistic representation as the value of a zero-sum stochastic differential game with complete information, where…
We consider games played on finite graphs, whose goal is to obtain a trace belonging to a given set of winning traces. We focus on those states from which Player 1 cannot force a win. We explore and compare several criteria for establishing…
Hierarchical decision making problems, such as bilevel programs and Stackelberg games, are attracting increasing interest in both the engineering and machine learning communities. Yet, existing solution methods lack either convergence…
This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state…
The paper solves constrained Dynkin games with risk-sensitive criteria, where two players are allowed to stop at two independent Poisson random intervention times, via the theory of backward stochastic differential equations. This…
This paper is concerned with a linear-quadratic partially observed mean field Stackelberg stochastic differential game, which contains a leader and a large number of followers. Specifically, the followers confront a large-population Nash…
Stackelberg equilibrium is a solution concept in two-player games where the leader has commitment rights over the follower. In recent years, it has become a cornerstone of many security applications, including airport patrolling and…
This paper studies a class of approach-evasion differential games, in which one player aims to steer the state of a dynamic system to the given target set in minimum time, while avoiding some set of disallowed states, and the other player…
In this article, we establish precise convergence rates of a general class of $N$-Player Stackelberg games to their mean field limits, which allows the response time delay of information, empirical distribution based interactions, and the…