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In this paper, the known deterministic linear-quadratic Stackelberg game is revisited, whose open-loop Stackelberg solution actually possesses the nature of time inconsistency. To handle this time inconsistency, {a two-tier game framework…

Optimization and Control · Mathematics 2022-03-09 Yuan-Hua Ni , Liping Liu , Xinzhen Zhang

The Stackelberg equilibrium solution concept describes optimal strategies to commit to: Player 1 (termed the leader) publicly commits to a strategy and Player 2 (termed the follower) plays a best response to this strategy (ties are broken…

Computer Science and Game Theory · Computer Science 2016-08-24 Branislav Bosansky , Simina Branzei , Kristoffer Arnsfelt Hansen , Peter Bro Miltersen , Troels Bjerre Sorensen

Remote estimation is a crucial element of real time monitoring of a stochastic process. While most of the existing works have concentrated on obtaining optimal sampling strategies, motivated by malicious attacks on cyber-physical systems,…

Information Theory · Computer Science 2024-12-03 Atahan Dokme , Raj Kiriti Velicheti , Melih Bastopcu , Tamer Başar

This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$\sigma$-algebra of that available to the leader. Such kind of…

Optimization and Control · Mathematics 2015-09-15 Jingtao Shi , Guangchen Wang , Jie Xiong

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…

Computer Science and Game Theory · Computer Science 2017-11-23 Christian Kroer , Gabriele Farina , Tuomas Sandholm

Stochastic games are a well established model for multi-agent sequential decision making under uncertainty. In practical applications, though, agents often have only partial observability of their environment. Furthermore, agents…

Computer Science and Game Theory · Computer Science 2024-07-02 Rui Yan , Gabriel Santos , Gethin Norman , David Parker , Marta Kwiatkowska

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

Technology development efforts in autonomy and cyber-defense have been evolving independently of each other, over the past decade. In this paper, we report our ongoing effort to integrate these two presently distinct areas into a single…

Computer Science and Game Theory · Computer Science 2020-02-07 Mohamadreza Ahmadi , Arun A. Viswanathan , Michel D. Ingham , Kymie Tan , Aaron D. Ames

Partially observable stochastic games provide a rich mathematical paradigm for modeling multi-agent dynamic decision making under uncertainty and partial information. However, they generally do not admit closed-form solutions and are…

Optimization and Control · Mathematics 2020-04-15 Yanling Chang , Chelsea C. White

The hierarchical interaction between the actor and critic in actor-critic based reinforcement learning algorithms naturally lends itself to a game-theoretic interpretation. We adopt this viewpoint and model the actor and critic interaction…

Machine Learning · Computer Science 2021-09-28 Liyuan Zheng , Tanner Fiez , Zane Alumbaugh , Benjamin Chasnov , Lillian J. Ratliff

We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…

Computer Science and Game Theory · Computer Science 2024-03-08 Natalie Collina , Eshwar Ram Arunachaleswaran , Michael Kearns

Stackelberg equilibrium is a solution concept that describes optimal strategies to commit: Player 1 (the leader) first commits to a strategy that is publicly announced, then Player 2 (the follower) plays a best response to the leader's…

Computer Science and Game Theory · Computer Science 2021-11-04 Aditya Aradhye , Branislav Bošanský , Michael Hlaváček

We discuss an open-loop backward Stackelberg differential game involving single leader and single follower. Unlike most Stackelberg game literature, the state to be controlled is characterized by a backward stochastic differential equation…

Optimization and Control · Mathematics 2021-04-06 Xinwei Feng , Ying Hu , Jianhui Huang

Stackelberg games originate where there are market leaders and followers, and the actions of leaders influence the behavior of the followers. Mathematical modelling of such games results in what's called a Bilevel Optimization problem.…

Computer Science and Game Theory · Computer Science 2023-12-07 Pravesh Koirala , Forrest Laine

In this paper, we study a linear-quadratic partially observed Stackelberg stochastic differential game problem in which a single leader and multiple followers are involved. We consider more practical formulation for partial information that…

Optimization and Control · Mathematics 2026-05-14 Yichun Li , Yaozhong Hu , Jingtao Shi , Yueyang Zheng

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

Zero-sum stochastic games have found important applications in a variety of fields, from machine learning to economics. Work on this model has primarily focused on the computation of Nash equilibrium due to its effectiveness in solving…

Computer Science and Game Theory · Computer Science 2022-11-28 Denizalp Goktas , Jiayi Zhao , Amy Greenwald

Recent years have witnessed a significant increase in cyber crimes and system failures caused by misinformation. Many of these instances can be classified as gaslighting, which involves manipulating the perceptions of others through the use…

Optimization and Control · Mathematics 2023-04-04 Shutian Liu , Quanyan Zhu

This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…

Optimization and Control · Mathematics 2021-05-25 Yueyang Zheng , Jingtao Shi

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…

Computer Science and Game Theory · Computer Science 2015-05-05 Haifeng Xu , Albert X. Jiang , Arunesh Sinha , Zinovi Rabinovich , Shaddin Dughmi , Milind Tambe