Related papers: Stabilization of Stackelberg Game-Based Control Sy…
We study incentive designs for a class of stochastic Stackelberg games with one leader and a large number of (finite as well as infinite population of) followers. We investigate whether the leader can craft a strategy under a dynamic…
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…
We propose a stochastic game modelling the strategic interaction between market makers and traders of optimal execution type. For traders, the permanent price impact commonly attributed to them is replaced by quoting strategies implemented…
Leader-follower general-sum stochastic games (LF-GSSGs) model sequential decision-making under asymmetric commitment, where a leader commits to a policy and a follower best responds, yielding a strong Stackelberg equilibrium (SSE) with…
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…
Demand-side management is very critical in China's energy systems because of its high fossil energy consumption and low system energy efficiency. A building shape factor is introduced in describing the architectural characteristics of…
We consider the following two-player game: using observational data, the leader chooses a prediction function for a response variable $Y$ from given covariates. The follower then reacts with an intervention on some covariates in the…
This paper investigates strategic interactions within a three party deception security game involving a defender, an insider, and external attackers. We propose a robust deception mechanism where the leader manipulates game parameters…
In this paper we first study the fixed-time stabilizability of discrete-time switched linear control systems. Using a geometric approach, we derive conditions under which such systems can be stabilized within a prescribed number of steps,…
Min-max optimization problems (i.e., min-max games) have been attracting a great deal of attention because of their applicability to a wide range of machine learning problems. Although significant progress has been made recently, the…
This paper is concerned with a Stackelberg stochastic differential game on a finite horizon in feedback information pattern. A system of parabolic partial differential equations is obtained at the level of Hamiltonian to give the…
Stackelberg games and their resulting equilibria have received increasing attention in the multi-agent reinforcement learning literature. Each stage of a traditional Stackelberg game involves a leader(s) acting first, followed by the…
A Stackelberg Vertex Cover game is played on an undirected graph $\mathcal{G}$ where some of the vertices are under the control of a \emph{leader}. The remaining vertices are assigned a fixed weight. The game is played in two stages. First,…
Shared control allows the human driver to collaborate with an assistive driving system while retaining the ability to make decisions and take control if necessary. However, human-vehicle teaming and planning are challenging due to…
We consider Stackelberg pricing games, which are also known as bilevel pricing problems, or combinatorial price-setting problems. This family of problems consists of games between two players: the leader and the follower. There is a market…
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global form is obtained, under the assumptions that the diffusion coefficients do not…
In this work, we propose the first fully first-order method to compute an epsilon stationary Stackelberg equilibrium with convergence guarantees. To achieve this, we first reframe the leader follower interaction as single level constrained…
This paper considers a continuous time Kyle-Back model which is a game problem between an insider and a market marker. The existing literature typically focuses on the existence of equilibrium by using the PDE approach, which requires…
Formulating cyber-security problems with attackers and defenders as a partially observable stochastic game has become a trend recently. Among them, the one-sided two-player zero-sum partially observable stochastic game (OTZ-POSG) has…
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…