Related papers: Stackelberg Risk Preference Design
This paper provides a systematic study of the robust Stackelberg equilibrium (RSE), which naturally generalizes the widely adopted solution concept of the strong Stackelberg equilibrium (SSE). The RSE accounts for any possible…
We study a two-player dynamic Stackelberg game where the follower's intention is unknown to the leader. Classical formulations of the Stackelberg equilibrium (SE) assume that the follower's best response (BR) function is known to the…
This paper addresses a Stackelberg stochastic linear-quadratic (LQ) differential game under closed-loop information, a problem inherently time-inconsistent. Existing approaches rely on solving two coupled Hamilton-Jacobi-Bellman (HJB)…
This paper investigates a hybrid stochastic differential reinsurance and investment game between one reinsurer and two insurers, including a stochastic Stackelberg differential subgame and a non-zero-sum stochastic differential subgame. The…
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…
The sequential recommendation task aims to predict the item that user is interested in according to his/her historical action sequence. However, inevitable random action, i.e. user randomly accesses an item among multiple candidates or…
Machine learning systems have been widely used to make decisions about individuals who may behave strategically to receive favorable outcomes, e.g., they may genuinely improve the true labels or manipulate observable features directly to…
Strategic information disclosure, in its simplest form, considers a game between an information provider (sender) who has access to some private information that an information receiver is interested in. While the receiver takes an action…
This paper studies continuous-time optimal contracting in a hierarchy problem which generalises the model of Sung (2015). The hierarchy is modeled by a series of interlinked principal-agent problems, leading to a sequence of Stackelberg…
In this paper, we first consider a pinning node selection and control gain co-design problem for complex networks. A necessary and sufficient condition for the synchronization of the pinning controlled networks at a homogeneous state is…
Risk-sensitive planning aims to identify policies maximizing some tail-focused metrics in Markov Decision Processes (MDPs). Such an optimization task can be very costly for the most widely used and interpretable metrics such as threshold…
We introduce the application of online learning in a Stackelberg game pertaining to a system with two learning agents in a dyadic exchange network, consisting of a supplier and retailer, specifically where the parameters of the demand…
In this paper, we consider a risk-averse decision problem for controlled-diffusion processes, with dynamic risk measures, in which there are two risk-averse decision makers (i.e., {\it leader} and {\it follower}) with different risk-averse…
Stackelberg Pricing Games is a two-level combinatorial pricing problem studied in the Economics, Operation Research, and Computer Science communities. In this paper, we consider the decade-old shortest path version of this problem which is…
This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…
Principal-agent problems arise when one party acts on behalf of another, leading to conflicts of interest. The economic literature has extensively studied principal-agent problems, and recent work has extended this to more complex scenarios…
In multi-agent problems requiring a high degree of cooperation, success often depends on the ability of the agents to adapt to each other's behavior. A natural solution concept in such settings is the Stackelberg equilibrium, in which the…
This paper investigates a linear quadratic mean field leader-follower team problem, where the model involves one leader and a large number of weakly-coupled interactive followers. The leader and the followers cooperate to optimize the…
We propose a generalization of the Bass diffusion model in discrete-time that explicitly models the effect of price in adoption. Our model is different from earlier price-incorporated models and fits well to adoption data for various…
We address the problem of making a pre-trained reinforcement learning (RL) policy safety-aware by incorporating cost constraints without retraining it from scratch. While costs could be numerically encoded, we assume a more general setting…