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Synthesizing near-optimal mixed strategies for zero-sum differential games (ZSDGs) has been a longstanding challenge. Existing research mainly focuses on characterizing the theoretical value function, while the practical design of…

Optimization and Control · Mathematics 2026-05-13 Tao Xu , Wang Xi , Jianping He

Stackelberg Games are gaining importance in the last years due to the raise of Adversarial Machine Learning (AML). Within this context, a new paradigm must be faced: in classical game theory, intervening agents were humans whose decisions…

Computer Science and Game Theory · Computer Science 2019-10-25 Roi Naveiro , David Ríos Insua

We formulate a Stackelberg game between an attacker and a defender of a power system. The attacker attempts to alter the load setpoints of the power system covertly and intelligently, so that the voltage stability margin of the grid is…

Systems and Control · Electrical Eng. & Systems 2020-09-14 Lu An , Aranya Chakrabortty , Alexandra Duel-Hallen

We study policy optimization in Stackelberg mean field games (MFGs), a hierarchical framework for modeling the strategic interaction between a single leader and an infinitely large population of homogeneous followers. The objective can be…

Machine Learning · Computer Science 2025-11-27 Sihan Zeng , Benjamin Patrick Evans , Sujay Bhatt , Leo Ardon , Sumitra Ganesh , Alec Koppel

In the Firefighter problem, introduced by Hartnell in 1995, a fire spreads through a graph while a player chooses which vertices to protect in order to contain it. In this paper, we focus on the case of trees and we consider as well the…

Data Structures and Algorithms · Computer Science 2019-02-07 Pierre Coupechoux , Marc Demange , David Ellison , Bertrand Jouve

Progressively intricate cyber infiltration mechanisms have made conventional means of defense, such as firewalls and malware detectors, incompetent. These sophisticated infiltration mechanisms can study the defender's behavior, identify…

Artificial Intelligence · Computer Science 2018-10-02 Mohamadreza Ahmadi , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Constructing effective algorithms to converge to Nash Equilibrium (NE) is an important problem in algorithmic game theory. Prior research generally posits that the upper bound on the convergence rate for games is $O\left(T^{-1/2}\right)$.…

Computer Science and Game Theory · Computer Science 2024-09-06 Qi Ju , Falin Hei , Yuxuan Liu , Zhemei Fang , Yunfeng Luo

A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…

Computer Science and Game Theory · Computer Science 2021-12-07 Kai Wang , Lily Xu , Andrew Perrault , Michael K. Reiter , Milind Tambe

This project investigates numerical methods for solving fully coupled forward-backward stochastic differential equations (FBSDEs) of McKean-Vlasov type. Having numerical solvers for such mean field FBSDEs is of interest because of the…

We study the problem of robust reinforcement learning under adversarial corruption on both rewards and transitions. Our attack model assumes an \textit{adaptive} adversary who can arbitrarily corrupt the reward and transition at every step…

Machine Learning · Computer Science 2021-06-09 Xuezhou Zhang , Yiding Chen , Xiaojin Zhu , Wen Sun

Counterfactual Regret Minimization (CFR) and its variants are widely recognized as effective algorithms for solving extensive-form imperfect information games. Recently, many improvements have been focused on enhancing the convergence speed…

Artificial Intelligence · Computer Science 2024-10-29 Ju Qi , Falin Hei , Ting Feng , Dengbing Yi , Zhemei Fang , Yunfeng Luo

Game-theoretic resource allocation on graphs (GRAG) involves two players competing over multiple steps to control nodes of interest on a graph, a problem modeled as a multi-step Colonel Blotto Game (MCBG). Finding optimal strategies is…

Machine Learning · Computer Science 2025-05-13 Zijian An , Lifeng Zhou

In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach offers a generalized solution for scenarios in which accurate…

Optimization and Control · Mathematics 2026-02-10 Yiyuan Wang

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark…

Machine Learning · Computer Science 2013-02-12 H. Brendan McMahan

Deception is a crucial tool in the cyberdefence repertoire, enabling defenders to leverage their informational advantage to reduce the likelihood of successful attacks. One way deception can be employed is through obscuring, or masking,…

Computer Science and Game Theory · Computer Science 2022-06-22 Junlin Wu , Charles Kamhoua , Murat Kantarcioglu , Yevgeniy Vorobeychik

We present a simulation-based approach for solution of mean field games (MFGs), using the framework of empirical game-theoretical analysis (EGTA). Our primary method employs a version of the double oracle, iteratively adding strategies…

Multiagent Systems · Computer Science 2023-02-14 Yongzhao Wang , Michael P. Wellman

In this paper, we consider a finite horizon, non-stationary, mean field games (MFG) with a large population of homogeneous players, sequentially making strategic decisions, where each player is affected by other players through an aggregate…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Rajesh K Mishra , Deepanshu Vasal , Sriram Vishwanath

In federated learning, benign participants aim to optimize a global model collaboratively. However, the risk of \textit{privacy leakage} cannot be ignored in the presence of \textit{semi-honest} adversaries. Existing research has focused…

Machine Learning · Computer Science 2024-02-29 Xiaojin Zhang , Lixin Fan , Siwei Wang , Wenjie Li , Kai Chen , Qiang Yang

We use the Markov chain approximation method to construct approximations for the solution of the mean field game (MFG) with reflecting barriers studied in Bayraktar, Budhiraja, and Cohen (2017). The MFG is formulated in terms of a…

Optimization and Control · Mathematics 2018-08-28 Erhan Bayraktar , Amarjit Budhiraja , Asaf Cohen