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This paper is concerned with a three-level multi-leader-follower incentive Stackelberg game with $H_\infty$ constraint. Based on $H_2/H_\infty$ control theory, we firstly obtain the worst-case disturbance and the team-optimal strategy by…

Optimization and Control · Mathematics 2024-12-13 Na Xiang , Jingtao Shi

In this paper, we investigate a new model of a linear-quadratic mean-field stochastic Stackelberg differential game with one leader and two followers, in which the leader is allowed to stop her strategy at a random time. Our overarching…

Optimization and Control · Mathematics 2021-06-08 Zhun Gou , Nan-jing Huang , Ming-hui Wang

This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional in finite horizon. The coefficients in the state equation and…

Optimization and Control · Mathematics 2023-08-22 Zixuan Li , Jingtao Shi

We study a Stackelberg variant of the classical discrete-time Dynkin game, in which Player 1 (the leader) commits to a stopping strategy first and Player 2 (the follower) responds optimally. This leader-follower structure induces an optimal…

Optimization and Control · Mathematics 2026-05-26 Jingjie Zhang , Zhou Zhou

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…

Computer Science and Game Theory · Computer Science 2024-12-07 Tanner Fiez , Benjamin Chasnov , Lillian J. Ratliff

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

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

This paper studies multi-user communication systems with two groups of users: leaders which possess system information, and followers which have no system information using the formulation of Stackelberg games. In such games, the leaders…

Information Theory · Computer Science 2011-08-26 saeedeh parsaeefard , Mihaela van der Schaar , Ahmad R. Sharafat

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…

Optimization and Control · Mathematics 2020-10-07 Jun Moon

Dynamic Stackelberg games are a broad class of two-player games in which the leader acts first, and the follower chooses a response strategy to the leader's strategy. Unfortunately, only stylized Stackelberg games are explicitly solvable…

Optimization and Control · Mathematics 2024-11-15 Guillermo Alvarez , Ibrahim Ekren , Anastasis Kratsios , Xuwei Yang

This paper addresses a Stackelberg stochastic linear-quadratic (LQ) differential game under closed-loop information, a problem inherently time-inconsistent. Existing approaches rely on solving two coupled Hamilton-Jacobi-Bellman (HJB)…

Optimization and Control · Mathematics 2026-04-27 Qi Lü , Bowen Ma , Hanxiao Wang

Stackelberg games are a classic example of bilevel optimization problems, which are often encountered in game theory and economics. These are complex problems with a hierarchical structure, where one optimization task is nested within the…

Computer Science and Game Theory · Computer Science 2013-07-25 Ankur Sinha , Pekka Malo , Anton Frantsev , Kalyanmoy Deb

The $1-N$ generalized Stackelberg game (single-leader multi-follower game) is intricately intertwined with the interaction between a leader and followers (hierarchical interaction) and the interaction among followers (simultaneous…

Computer Science and Game Theory · Computer Science 2023-06-12 Jaeyeon Jo , Jihwan Yu , Jinkyoo Park

Many real-world strategic games involve interactions between multiple players. We study a hierarchical multi-player game structure, where players with asymmetric roles can be separated into leaders and followers, a setting often referred to…

Machine Learning · Computer Science 2022-10-25 Yaolong Yu , Haifeng Xu , Haipeng Chen

Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…

Optimization and Control · Mathematics 2021-08-04 Mrudula Balachander , Shibashis Guha , Jean-François Raskin

The Stackelberg game depicts a leader-follower relationship wherein decisions are made sequentially, and the Stackelberg equilibrium represents an expected optimal solution when the leader can anticipate the rational response of the…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Yue Chen , Peng Yi

We study a multi-player one-round game termed Stackelberg Network Pricing Game, in which a leader can set prices for a subset of $m$ priceable edges in a graph. The other edges have a fixed cost. Based on the leader's decision one or more…

Data Structures and Algorithms · Computer Science 2008-02-21 Patrick Briest , Martin Hoefer , Piotr Krysta

In this paper, we consider a discrete-time Stackelberg mean field game with a leader and an infinite number of followers. The leader and the followers each observe types privately that evolve as conditionally independent controlled Markov…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Deepanshu Vasal , Randall Berry

Guided cooperation allows intelligent agents with heterogeneous capabilities to work together by following a leader-follower type of interaction. However, the associated control problem becomes challenging when the leader agent does not…

Systems and Control · Electrical Eng. & Systems 2024-02-01 Yuhan Zhao , Quanyan Zhu

This paper is concerned with the closed-loop Stackelberg strategy for linear-quadratic leader-follower game. Completely different from the open-loop and feedback Stackelberg strategy, the solvability of the closed-loop solution even the…

Optimization and Control · Mathematics 2024-03-19 Hongdan Li , Juanjuan Xu , Hunashui Zhang