Related papers: Stackelberg Risk Preference Design
Strategic interaction in congested systems is commonly modelled using Stackelberg games, where competing leaders anticipate the behaviour of self-interested followers. A key limitation of existing models is that they typically ignore agents…
In this paper, we introduce the third party to achieve the Stackelberg equilibrium with the time inconsistency in three different Stackelberg games, which are the discrete-time games, the dynamic games, and the mean field games. Here all…
We consider the problem of designing network cost-sharing protocols with good equilibria under uncertainty. The underlying game is a multicast game in a rooted undirected graph with nonnegative edge costs. A set of k terminal vertices or…
When interacting with other decision-making agents in non-adversarial scenarios, it is critical for an autonomous agent to have inferable behavior: The agent's actions must convey their intention and strategy. We model the inferability…
This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into the diffusion term of state equation. A verification theorem…
On-line firms deploy suites of software platforms, where each platform is designed to interact with users during a certain activity, such as browsing, chatting, socializing, emailing, driving, etc. The economic and incentive structure of…
Preference optimization is widely used to align large language models (LLMs) with human preferences. However, many margin-based methods also suppress the chosen response when they try to suppress the rejected one, and there is no general…
The Stackelberg Minimum Spanning Tree Game is a two-level combinatorial pricing problem played on a graph representing a network. Its edges are colored either red or blue, and the red edges have a given fixed cost, representing the…
In this paper, we are concerned with the stabilizatbility of Stackelberg game-based systems. In particular, two players are involved in the system where one is the follower to minimize the related cost function and the other is the leader…
We consider the problem of dynamic information design with one sender and one receiver where the sender observers a private state of the system and takes an action to send a signal based on its observation to a receiver. Based on this…
We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual information and commits to a mixed strategy, after which the…
Routing games are used to to understand the impact of individual users' decisions on network efficiency. Most prior work on routing games uses a simplified model of network flow where all flow exists simultaneously, and users care about…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
Sharpe ratio (also known as reward-to-variability ratio) is a widely-used metric in finance, which measures the additional return at the cost of per unit of increased risk (standard deviation of return). However, the optimization of Sharpe…
We study a bilevel optimization problem which is a zero-sum Stackelberg game. In this problem, there are two players, a leader and a follower, who pick items from a common set. Both the leader and the follower have their own…
We consider a multi-user network where a network manager and selfish users interact. The network manager monitors the behavior of users and intervenes in the interaction among users if necessary, while users make decisions independently to…
Social media platforms are ecosystems in which many decisions are constantly made for the benefit of the creators in order to maximize engagement, which leads to a maximization of income. The decisions, ranging from collaboration to public…
The Stackelberg equilibrium solution concept describes optimal strategies to commit to: Player 1 (termed the leader) publicly commits to a strategy and Player 2 (termed the follower) plays a best response to this strategy (ties are broken…
Stackelberg equilibrium is a solution concept in two-player games where the leader has commitment rights over the follower. In recent years, it has become a cornerstone of many security applications, including airport patrolling and…
There has been significant recent interest in leader-follower security games, where the leader dominates the decision process with the Stackelberg equilibrium (SE) strategy. However, such a leader-follower scheme may become invalid in…