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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…

Optimization and Control · Mathematics 2024-01-17 Yu Si , Jingtao Shi

Stochastic patrol routing is known to be advantageous in adversarial settings; however, the optimal choice of stochastic routing strategy is dependent on a model of the adversary. We adopt a worst-case omniscient adversary model from the…

Systems and Control · Electrical Eng. & Systems 2025-04-10 Yohan John , Gilberto Diaz-Garcia , Xiaoming Duan , Jason R. Marden , Francesco Bullo

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…

Optimization and Control · Mathematics 2022-06-07 Zhipeng Li , Damian Marelli , Minyue Fu , Huanshui Zhang

This paper focuses on the performance of equalizer zero-determinant (ZD) strategies in discounted repeated Stackerberg asymmetric games. In the leader-follower adversarial scenario, the strong Stackelberg equilibrium (SSE) deriving from the…

Computer Science and Game Theory · Computer Science 2024-02-28 Zhaoyang Cheng , Guanpu Chen , Yiguang Hong

Here we present a ground-breaking new postulate for game theory. The first part of this postulate contains the axiomatic observation that all games are created by a designer, whether they are: e.g., (dynamic/static) or…

Computer Science and Game Theory · Computer Science 2015-06-02 Jie Dong , Nicole Sawyer , David Smith

As predictive models are deployed into the real world, they must increasingly contend with strategic behavior. A growing body of work on strategic classification treats this problem as a Stackelberg game: the decision-maker "leads" in the…

Machine Learning · Computer Science 2022-02-01 Tijana Zrnic , Eric Mazumdar , S. Shankar Sastry , Michael I. Jordan

We present a linear--quadratic Stackelberg game with a large number of followers and we also derive the mean field limit of infinitely many followers. The relation between optimization and mean-field limit is studied and conditions for…

Optimization and Control · Mathematics 2020-11-09 Michael Herty , Sonja Steffensen , Anna Thünen

The paper is devoted to inverse Stackelberg games with many players. We consider both static and differential games. The main assumption of the paper is the compactness of the strategy sets. We obtain the characterization of inverse…

Optimization and Control · Mathematics 2014-04-21 Yurii Averboukh

In this paper, we study the existence of equilibrium in a single-leader-multiple-follower game with decision-dependent chance constraints (DDCCs), where decision-dependent uncertainties (DDUs) exist in the constraints of followers. DDUs…

Optimization and Control · Mathematics 2024-08-06 Jingxiang Wang , Zhaojian Wang , Bo Yang , Feng Liu , Xinping Guan

This paper is concerned with a three-level stochastic linear-quadratic Stackelberg differential game with asymmetric information, in which three players participate credited as Player 1, Player 2 and Player 3. Player 3 acts as the leader of…

Optimization and Control · Mathematics 2022-10-24 Kaixin Kang , Jingtao Shi

This paper studies a stochastic mean-field linear-quadratic Stackelberg differential game with random coefficients. The interaction between mean-field terms and random coefficients precludes the direct use of conventional decoupling…

Optimization and Control · Mathematics 2026-05-22 Ying Yang , Jie Xiong , Zhouyu Wang

There are only a few learning algorithms applicable to stochastic dynamic teams and games which generalize Markov decision processes to decentralized stochastic control problems involving possibly self-interested decision makers. Learning…

Optimization and Control · Mathematics 2016-05-03 Gürdal Arslan , Serdar Yüksel

The Stackelberg security game is played between a defender and an attacker, where the defender needs to allocate a limited amount of resources to multiple targets in order to minimize the loss due to adversarial attack by the attacker.…

Computer Science and Game Theory · Computer Science 2022-04-27 Rufan Bai , Haoxing Lin , Xinyu Yang , Xiaowei Wu , Minming Li , Weijia Jia

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

We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "risk" from both stochastic state transitions (inherent to the…

Computer Science and Game Theory · Computer Science 2019-11-22 Wenjie Huang , Pham Viet Hai , William B. Haskell

We consider the problem of dynamic information design with one sender and one receiver where the sender observers a private state of the system and takes an action to send a signal based on its observation to a receiver. Based on this…

Theoretical Economics · Economics 2020-05-18 Deepanshu Vasal

This paper investigates a robust incentive Stackelberg stochastic differential game problem for a linear-quadratic mean field system, where the model uncertainty appears in the drift term of the leader's state equation. Moreover, both the…

Optimization and Control · Mathematics 2026-03-31 Na Xiang , Jingtao Shi

Inspired by a military context, we study a Stackelberg production game where a country's government, the leader, wants to maximize the production of military assets. The leader does so by allocating his resources among a set of production…

Optimization and Control · Mathematics 2020-07-17 L. Schlicher , M. Musegaas , H. Blok

This paper investigates a zero-sum stochastic linear-quadratic (SLQ, for short) Stackelberg differential game problem, where the coefficients of the state equation and the weighting matrices in the performance functional are regulated by a…

Optimization and Control · Mathematics 2024-09-02 Fan Wu , Xun Li , Jie Xiong , Xin Zhang

Trajectory guidance requires a leader robotic agent to assist a follower robotic agent to cooperatively reach the target destination. However, planning cooperation becomes difficult when the leader serves a family of different followers and…

Robotics · Computer Science 2024-03-19 Yuhan Zhao , Quanyan Zhu