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Related papers: Information Revelation Through Signalling

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Network congestion games are a well-understood model of multi-agent strategic interactions. Despite their ubiquitous applications, it is not clear whether it is possible to design information structures to ameliorate the overall experience…

Computer Science and Game Theory · Computer Science 2020-02-14 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Nicola Gatti

We consider a market of risky financial assets whose participants are an informed trader, a representative uninformed trader, and noisy liquidity providers. We prove the existence of a market-clearing equilibrium when the insider…

Trading and Market Microstructure · Quantitative Finance 2025-04-02 Michail Anthropelos , Scott Robertson

A sender first publicly commits to an experiment and then can privately run additional experiments and selectively disclose their outcomes to a receiver. The sender has private information about the maximal number of additional experiments…

Theoretical Economics · Economics 2026-01-12 Yifan Dai , Drew Fudenberg , Harry Pei

In this paper, we employ a hypergame framework to analyze the single-leader-multiple-followers (SLMF) Stackelberg security game with two typical misinformed situations: misperception and deception. We provide a stability criterion with the…

Computer Science and Game Theory · Computer Science 2022-03-29 Zhaoyang Cheng , Guanpu Chen , Yiguang Hong

This paper proposes and studies a class of discrete-time finite-time-horizon Stackelberg mean-field games, with one leader and an infinite number of identical and indistinguishable followers. In this game, the objective of the leader is to…

Optimization and Control · Mathematics 2022-10-11 Xin Guo , Anran Hu , Jiacheng Zhang

Covering and packing problems can be modeled as games to encapsulate interesting social and engineering settings. These games have a high Price of Anarchy in their natural formulation. However, existing research applicable to specific…

Computer Science and Game Theory · Computer Science 2011-09-19 Maria-Florina Balcan , Sara Krehbiel , Georgios Piliouras , Jinwoo Shin

We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with target constraints. More precisely, we consider a…

Optimization and Control · Mathematics 2026-05-14 Camilo Hernández , Nicolás Hernández Santibáñez , Emma Hubert , Dylan Possamaï

This paper investigates the optimal hedging strategies of an informed broker interacting with multiple traders in a financial market. We develop a theoretical framework in which the broker, possessing exclusive information about the drift…

Trading and Market Microstructure · Quantitative Finance 2025-06-11 Philippe Bergault , Pierre Cardaliaguet , Wenbin Yan

In this paper, we present an efficient algorithm to solve online Stackelberg games, featuring multiple followers, in a follower-agnostic manner. Unlike previous works, our approach works even when leader has no knowledge about the…

Optimization and Control · Mathematics 2024-03-28 Chinmay Maheshwari , James Cheng , S. Shankar Sasty , Lillian Ratliff , Eric Mazumdar

Due to the large size of the training data, distributed learning approaches such as federated learning have gained attention recently. However, the convergence rate of distributed learning suffers from heterogeneous worker performance. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-09 Yunus Sarikaya , Ozgur Ercetin

In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…

Computer Science and Game Theory · Computer Science 2023-05-12 Ke Sun , Samir M. Perlaza , Alain Jean-Marie

This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…

Computer Science and Game Theory · Computer Science 2015-01-07 Omid Namvar Gharehshiran , William Hoiles , Vikram Krishnamurthy

The concept of leader--follower (or Stackelberg) equilibrium plays a central role in a number of real--world applications of game theory. While the case with a single follower has been thoroughly investigated, results with multiple…

Computer Science and Game Theory · Computer Science 2017-07-10 Nicola Basilico , Stefano Coniglio , Nicola Gatti

We consider the problem of efficiently learning to play single-leader multi-follower Stackelberg games when the leader lacks knowledge of the lower-level game. Such games arise in hierarchical decision-making problems involving…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Anna Maddux , Marko Maljkovic , Nikolas Geroliminis , Maryam Kamgarpour

We introduce the framework of LLM-Stackelberg games, a class of sequential decision-making models that integrate large language models (LLMs) into strategic interactions between a leader and a follower. Departing from classical Stackelberg…

Artificial Intelligence · Computer Science 2025-07-15 Quanyan Zhu

In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and the strategic interactions as a game on the network. When…

Methodology · Statistics 2019-11-27 Nathan Canen , Jacob Schwartz , Kyungchul Song

This paper proposes a peer-to-peer energy trading scheme that can help the centralized power system to reduce the total electricity demand of its customers at the peak hour. To do so, a cooperative Stackelberg game is formulated, in which…

Systems and Control · Electrical Eng. & Systems 2019-08-27 Wayes Tushar , Tapan Kumar Saha , Chau Yuen , Thomas Morstyn , Nahid-Al-Masood , H. Vincent Poor , Richard Bean

We consider a two-player zero-sum network routing game in which a router wants to maximize the amount of legitimate traffic that flows from a given source node to a destination node and an attacker wants to block as much legitimate traffic…

Computer Science and Game Theory · Computer Science 2020-03-13 David Grimsman , Joao P Hespanha , Jason R Marden

This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…

Computer Science and Game Theory · Computer Science 2023-09-19 Mevan Wijewardena , Michael J. Neely

A game is introduced to study the effect of privacy in strategic communication between well-informed senders and a receiver. The receiver wants to accurately estimate a random variable. The sender, however, wants to communicate a message…

Computer Science and Game Theory · Computer Science 2015-09-21 Farhad Farokhi , Girish Nair