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Related papers: Stackelberg Risk Preference Design

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Bandits with preference feedback present a powerful tool for optimizing unknown target functions when only pairwise comparisons are allowed instead of direct value queries. This model allows for incorporating human feedback into online…

Machine Learning · Computer Science 2025-12-19 Barna Pásztor , Parnian Kassraie , Andreas Krause

As predictive models are deployed into the real world, they must increasingly contend with strategic behavior. A growing body of work on strategic classification treats this problem as a Stackelberg game: the decision-maker "leads" in the…

Machine Learning · Computer Science 2022-02-01 Tijana Zrnic , Eric Mazumdar , S. Shankar Sastry , Michael I. Jordan

In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

Systems and Control · Computer Science 2015-07-09 Vu Anh Huynh , Leonid Kogan , Emilio Frazzoli

In this paper, the two-player leader-follower game with private inputs for feedback Stackelberg strategy is considered. In particular, the follower shares its measurement information with the leader except its historical control inputs…

Optimization and Control · Mathematics 2023-09-18 Yue Sun , Hongdan Li , Huanshui Zhang

Machine learning systems embed preferences either in training losses or through post-processing of calibrated predictions. Applying information design methods from Strack and Yang (2024), this paper provides decision problem agnostic…

Theoretical Economics · Economics 2026-01-27 Joshua S. Gans

We consider a scenario where a retailer can set different prices for different consumers in a smart grid. The retailer's objective is to maximize the revenue, minimize the operating cost, and maximize the consumer's welfare. The retailer…

Optimization and Control · Mathematics 2021-11-09 Diptangshu Sen , Kushaagra Goyal , Varun Ramamohan , Arnob Ghosh

In this paper, we consider a sequential stochastic Stackelberg game with two players, a leader and a follower. The follower has access to the state of the system while the leader does not. Assuming that the players act in their respective…

Optimization and Control · Mathematics 2021-02-08 Rajesh K Mishra , Deepanshu Vasal , Sriram Vishwanath

In this paper, we consider a discrete-time Stackelberg mean field game with a leader and an infinite number of followers. The leader and the followers each observe types privately that evolve as conditionally independent controlled Markov…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Deepanshu Vasal , Randall Berry

Game theory has traditionally had a relatively limited view of risk based on how a player's expected reward is impacted by the uncertainty of the actions of other players. Recently, a new game-theoretic approach provides a more holistic…

Computer Science and Game Theory · Computer Science 2025-10-07 Oliver Slumbers , Benjamin Patrick Evans , Sumitra Ganesh , Leo Ardon

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,…

Computer Science and Game Theory · Computer Science 2023-09-25 Katharina Eickhoff , Lennart Kauther , Britta Peis

We consider bilevel linear problems, where some parameters are stochastic, and the leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome can be modeled by a random…

Optimization and Control · Mathematics 2019-02-01 J. Burtscheidt , M. Claus , S. Dempe

In this technical note, we consider the linear-quadratic time-inconsistent mean-field type leader-follower Stackelberg differential game with an adapted open-loop information structure. The objective functionals of the leader and the…

Optimization and Control · Mathematics 2019-11-12 Jun Moon , Hyun Jong Yang

The pursuit of sustainability motivates microgrids that depend on distributed resources to produce more renewable energies. An efficient operation and planning relies on a holistic framework that takes into account the interdependent…

Systems and Control · Computer Science 2017-07-25 Juntao Chen , Quanyan Zhu

We present a method for active inference with partial observations in stochastic systems through incentive design, also known as the leader-follower game. Consider a leader agent who aims to infer a follower agent's type given a finite set…

Systems and Control · Electrical Eng. & Systems 2025-02-12 Xinyi Wei , Chongyang Shi , Shuo Han , Ahmed H. Hemida , Charles A. Kamhoua , Jie Fu

Engineering design problems are often modeled as multi-objective optimization tasks in which a scalarized utility function selects an optimal design from the Pareto set. In practice, preferences are imperfectly known, so uncertainty in the…

Applications · Statistics 2026-05-01 Chia-Ruei Liu , Yongjia Song , Qiong Zhang , Cameron Turner

In order to balance the interests of integrated energy operator (IEO) and users, a novel Stackelberg game-based optimization framework is proposed for the optimal scheduling of integrated demand response (IDR)-enabled integrated energy…

Signal Processing · Electrical Eng. & Systems 2021-03-16 Yang Li , Chunling Wang , Guoqing Li , Chen Chen

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…

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

Strong Stackelberg equilibrium (SSE) is the standard solution concept of Stackelberg security games. As opposed to the weak Stackelberg equilibrium (WSE), the SSE assumes that the follower breaks ties in favor of the leader and this is…

Computer Science and Game Theory · Computer Science 2018-11-12 Qingyu Guo , Jiarui Gan , Fei Fang , Long Tran-Thanh , Milind Tambe , Bo An

Information asymmetry between the Distribution System Operator (DSO) and Distributed Energy Resource Aggregators (DERAs) obstructs designing effective incentives for voltage regulation. To capture this effect, we employ a Stackelberg…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Zhirui Liang , Qi Li , Joshua Comden , Andrey Bernstein , Yury Dvorkin

An active line of research has considered games played on networks in which payoffs depend on both a player's individual decision and also the decisions of her neighbors. Such games have been used to model issues including the formation of…

Computer Science and Game Theory · Computer Science 2013-05-01 Flavio Chierichetti , Jon Kleinberg , Sigal Oren