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Related papers: Stackelberg Risk Preference Design

200 papers

Mobile crowdsensing has shown a great potential to address large-scale data sensing problems by allocating sensing tasks to pervasive mobile users. The mobile users will participate in a crowdsensing platform if they can receive…

Computer Science and Game Theory · Computer Science 2018-11-01 Jiangtian Nie , Jun Luo , Zehui Xiong , Dusit Niyato , Ping Wang

Stochastic choice-based discrete planning is a broad class of decision-making problems characterized by a sequential decision-making process involving a planner and a group of customers. The firm or planner first decides a subset of options…

Optimization and Control · Mathematics 2024-09-20 Jiajie Zhang , Yun Hui Lin , Gerardo Berbeglia

Influential benchmarks incentivize competing model developers to strategically allocate post-training resources toward improvements on the leaderboard, a phenomenon dubbed benchmaxxing or training on the test task. In this work, we initiate…

Computer Science and Game Theory · Computer Science 2026-03-10 Yatong Chen , Guanhua Zhang , Moritz Hardt

Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…

Optimization and Control · Mathematics 2021-08-04 Mrudula Balachander , Shibashis Guha , Jean-François Raskin

Aligning large language models (LLMs) with human preferences typically demands vast amounts of meticulously curated data, which is both expensive and prone to labeling noise. We propose Stackelberg Game Preference Optimization (SGPO), a…

Machine Learning · Computer Science 2026-01-22 Xu Chu , Zhixin Zhang , Tianyu Jia , Yujie Jin

We study Stackelberg (leader--follower) tuning of network parameters (tolls, capacities, incentives) in combinatorial congestion games, where selfish users choose discrete routes (or other combinatorial strategies) and settle at a…

Computer Science and Game Theory · Computer Science 2026-02-27 Saeed Masiha , Sepehr Elahi , Negar Kiyavash , Patrick Thiran

Higher order risk measures are stochastic optimization problems by design, and for this reason they enjoy valuable properties in optimization under uncertainties. They nicely integrate with stochastic optimization problems, as has been…

Risk Management · Quantitative Finance 2024-02-26 Alois Pichler

Utility preference robust optimization (PRO) has recently been proposed to deal with optimal decision making problems where the decision maker's (DM) preference over gains and losses is ambiguous. In this paper, we take a step further to…

Optimization and Control · Mathematics 2024-03-11 Jian Hu , Dali Zhang , Huifu Xu , Sainan Zhang

A rational behavior of a consumer is analyzed when the user participates in a Peak Time Rebate (PTR) mechanism, which is a demand response (DR) incentive program based on a baseline. A multi-stage stochastic programming is proposed from the…

Systems and Control · Computer Science 2018-02-23 José Vuelvas , Fredy Ruiz

A two-player finite horizon linear-quadratic Stackelberg differential game is considered. The feature of this game is that the control cost of a follower in the cost functionals of both players is small, which means that the game under…

Optimization and Control · Mathematics 2025-12-11 Valery Y. Glizer , Vladimir Turetsky

This paper investigates a Stackelberg game between an insurer and a reinsurer under the $\alpha$-maxmin mean-variance criterion. The insurer can purchase per-loss reinsurance from the reinsurer. With the insurer's feedback reinsurance…

Portfolio Management · Quantitative Finance 2023-01-02 Guohui Guan , Zongxia Liang , Yilun Song

In this paper, we study the transmission strategy adaptation problem in an RF-powered cognitive radio network, in which hybrid secondary users are able to switch between the harvest-then-transmit mode and the ambient backscatter mode for…

Networking and Internet Architecture · Computer Science 2018-04-10 Wenbo Wang , Dinh Thai Hoang , Dusit Niyato , Ping Wang , Dong In Kim

Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Jun He , Andrew L. Liu , Yihsu Chen

We consider the following two-player game: using observational data, the leader chooses a prediction function for a response variable $Y$ from given covariates. The follower then reacts with an intervention on some covariates in the…

Machine Learning · Statistics 2026-05-19 Linus Kühne , Felix Schur , Jonas Peters

An existing challenge in power systems is the implementation of optimal demand management through dynamic pricing. This paper encompasses the design, analysis and implementation of a novel on-line pricing scheme based on coalitional game…

Optimization and Control · Mathematics 2024-07-16 Fernando Genis Mendoza , Pablo R Baldivieso Monasterios , Dario Bauso , George Konstantopoulos

At the initial design stage engineers often rely on low-fidelity models that have high epistemic uncertainty. Traditional safety-margin-based deterministic design resorts to testing (e.g. prototype experiment, evaluation of high-fidelity…

We study the interaction between a network designer and an adversary over a dynamical network. The network consists of nodes performing continuous-time distributed averaging. The adversary strategically disconnects a set of links to prevent…

Systems and Control · Computer Science 2015-02-23 Ali Khanafer , Tamer Başar

In a Stackelberg network pricing game, a leader sets prices for a given subset of edges so as to maximize profit, after which one or multiple followers choose a shortest path from their source to sink. We study the counter-intuitive…

Computer Science and Game Theory · Computer Science 2019-04-19 Andrés Cristi , Marc Schröder

The problem of reward design examines the interaction between a leader and a follower, where the leader aims to shape the follower's behavior to maximize the leader's payoff by modifying the follower's reward function. Current approaches to…

Optimization and Control · Mathematics 2024-06-10 Shuo Wu , Haoxiang Ma , Jie Fu , Shuo Han

Agents rarely act in isolation -- their behavioral history, in particular, is public to others. We seek a non-asymptotic understanding of how a leader agent should shape this history to its maximal advantage, knowing that follower agent(s)…

Computer Science and Game Theory · Computer Science 2019-05-29 Vidya Muthukumar , Anant Sahai