Related papers: Sequential decomposition of stochastic Stackelberg…
Stackelberg equilibria have become increasingly important as a solution concept in computational game theory, largely inspired by practical problems such as security settings. In practice, however, there is typically uncertainty regarding…
This paper considers dynamic (multi-stage) signaling games involving an encoder and a decoder who have subjective models on the cost functions. We consider both Nash (simultaneous-move) and Stackelberg (leader-follower) equilibria of…
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…
Motivated by a product pricing problem, a linear-quadratic Stackelberg differential game for a regime switching system involving one leader and two followers is studied. The two followers engage in a zero-sum differential game, and both the…
We consider the multi-agent spatial navigation problem of computing the socially optimal order of play, i.e., the sequence in which the agents commit to their decisions, and its associated equilibrium in an N-player Stackelberg trajectory…
This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into the diffusion term of state equation. A verification theorem…
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…
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…
We study a Stackelberg game to examine how two agents determine to cooperate while competing with each other. Each selects an arrival time to a destination, the earlier one fetching a higher reward. There is, however, an inherent penalty in…
This paper considers linear-quadratic (LQ) stochastic leader-follower Stackelberg differential games for jump-diffusion systems with random coefficients. We first solve the LQ problem of the follower using the stochastic maximum principle…
We consider a stochastic game between a slow institutional investor and a high-frequency trader who are trading a risky asset and their aggregated order-flow impacts the asset price. We model this system by means of two coupled stochastic…
In this paper, we investigate the control synthesis problem for Signal Temporal Logic (STL) specifications in the presence of uncontrollable agents. Existing works mainly address this problem in a robust control setting by assuming the…
The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…
Most models of Stackelberg security games assume that the attacker only knows the defender's mixed strategy, but is not able to observe (even partially) the instantiated pure strategy. Such partial observation of the deployed pure strategy…
An important challenge in non-cooperative game theory is coordinating on a single (approximate) equilibrium from many possibilities - a challenge that becomes even more complex when players hold private information. Recommender mechanisms…
We consider a repeated sequential game between a learner, who plays first, and an opponent who responds to the chosen action. We seek to design strategies for the learner to successfully interact with the opponent. While most previous…
In this paper, a partially observed stochastic linear Stackelberg differential game with mean-variance criteria is studied. Randomness comes from Brownian motions and Poisson random measures. which leads to a circular dependency. We follow…
In shared autonomy, a critical tension arises when an automated assistant must choose between obeying a human's instruction and deliberately overriding it to prevent harm. This safety-critical behavior is known as intelligent disobedience.…
Game-theoretic inverse learning is the problem of inferring a player's objectives from their actions. We formulate an inverse learning problem in a Stackelberg game between a leader and a follower, where each player's action is the…
We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…