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Related papers: Stackelberg Risk Preference Design

200 papers

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

Existing methods for learning Stackelberg equilibria typically assume that the followers' (variational, generalized) Nash equilibrium is unique. However, in the presence of multiple equilibria, without a selection convention, the problem…

Optimization and Control · Mathematics 2026-04-30 Silvia Cianchi , Anibal Sanjab , Sergio Grammatico

Anticipating the strategies of potential attackers is crucial for protecting critical infrastructure. We can represent the challenge of the defenders of such infrastructure as a Stackelberg security game. The defender must decide how to…

Computer Science and Game Theory · Computer Science 2024-05-16 Pamela Bustamante-Faúndez , Víctor Bucarey L. , Martine Labbé , Vladimir Marianov , Fernando Ordóñez

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

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

Stackelberg games have been widely used to model interactive decision-making problems in a variety of domains such as energy systems, transportation, cybersecurity, and human-robot interaction. However, existing algorithms for solving…

Optimization and Control · Mathematics 2023-03-14 Yansong Li , Shuo Han

We consider a class of stochastic interdiction games between an upper-level decision-maker (the leader) and a lower-level decision-maker (the follower), where uncertainty lies in the follower's objective function coefficients. Specifically,…

Optimization and Control · Mathematics 2026-05-15 Sergey S. Ketkov , Oleg A. Prokopyev

Following the risk-taking model of Seel and Strack, $n$ players decide when to stop privately observed Brownian motions with drift and absorption at zero. They are then ranked according to their level of stopping and paid a rank-dependent…

Optimization and Control · Mathematics 2021-11-09 Marcel Nutz , Yuchong Zhang

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

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

Trajectory guidance requires a leader robotic agent to assist a follower robotic agent to cooperatively reach the target destination. However, planning cooperation becomes difficult when the leader serves a family of different followers and…

Robotics · Computer Science 2024-03-19 Yuhan Zhao , Quanyan Zhu

Algorithms for playing in Stackelberg games have been deployed in real-world domains including airport security, anti-poaching efforts, and cyber-crime prevention. However, these algorithms often fail to take into consideration the…

Computer Science and Game Theory · Computer Science 2024-10-15 Keegan Harris , Zhiwei Steven Wu , Maria-Florina Balcan

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 study payoff manipulation in repeated multi-objective Stackelberg games, where a leader may strategically influence a follower's deterministic best response, e.g., by offering a share of their own payoff. We assume that the follower's…

Computer Science and Game Theory · Computer Science 2025-08-27 Phurinut Srisawad , Juergen Branke , Long Tran-Thanh

In many settings of interest, a policy is set by one party, the leader, in order to influence the action of another party, the follower, where the follower's response is determined by some private information. A natural question to ask is,…

Computer Science and Game Theory · Computer Science 2025-04-23 Michael Albert , Quinlan Dawkins , Minbiao Han , Haifeng Xu

Recent results in the ML community have revealed that learning algorithms used to compute the optimal strategy for the leader to commit to in a Stackelberg game, are susceptible to manipulation by the follower. Such a learning algorithm…

Computer Science and Game Theory · Computer Science 2022-09-12 Georgios Birmpas , Jiarui Gan , Alexandros Hollender , Francisco J. Marmolejo-Cossío , Ninad Rajgopal , Alexandros A. Voudouris

This paper addresses risk awareness of stochastic optimization problems. Nested risk measures appear naturally in this context, as they allow beneficial reformulations for algorithmic treatments. The reformulations presented extend usual…

Optimization and Control · Mathematics 2018-02-14 Alois Pichler , Ruben Schlotter

In this work, we investigate a steering problem in a mediator-augmented two-player normal-form game, where the mediator aims to guide players toward a specific action profile through information and incentive design. We first characterize…

Computer Science and Game Theory · Computer Science 2025-09-01 Asrin Efe Yorulmaz , Raj Kiriti Velicheti , Melih Bastopcu , Tamer Başar

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

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