Related papers: Zero-Determinant Strategy in Stochastic Stackelber…
We study a class of zero-sum games between a singular-controller and a stopper over finite-time horizon. The underlying process is a multi-dimensional (locally non-degenerate) controlled stochastic differential equation (SDE) evolving in an…
We study a stochastic game where one player tries to find a strategy such that the state process reaches a target of controlled-loss-type, no matter which action is chosen by the other player. We provide, in a general setup, a relaxed…
This paper is concerned with a Stackelberg game of backward stochastic differential equations (BSDEs) with partial information, where the information of the follower is a sub-$\sigma$-algebra of that of the leader. Necessary and sufficient…
In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…
This paper analyzes a class of Stackelberg games where different actors compete for shared resources and a central authority tries to balance the demand through a pricing mechanism. Situations like this can for instance occur when fleet…
Infrastructure networks are vulnerable to both cyber and physical attacks. Building a secure and resilient networked system is essential for providing reliable and dependable services. To this end, we establish a two-player three-stage game…
Inverse game theory is utilized to infer the cost functions of all players based on game outcomes. However, existing inverse game theory methods do not consider the learner as an active participant in the game, which could significantly…
Evolutionary game theory provides a mathematical foundation for cross-disciplinary fertilization, especially for integrating ideas from artificial intelligence and game theory. Such integration offers a transparent and rigorous approach to…
This paper studies a class of dynamic Stackelberg games under open-loop information structure with constrained linear agent dynamics and quadratic utility functions. We show two important properties for this class of dynamic Stackelberg…
In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…
In this work, we provide a structural characterization of the possible Nash equilibria in the well-studied class of security games with additive utility. Our analysis yields a classification of possible equilibria into seven types and we…
We address Stackelberg models of combinatorial congestion games (CCGs); we aim to optimize the parameters of CCGs so that the selfish behavior of non-atomic players attains desirable equilibria. This model is essential for designing such…
Smart metering infrastructure allows for two-way communication and power transfer. Based on this promising technology, we propose a demand-side management (DSM) scheme for a residential neighbourhood of prosumers. Its core is a discrete…
By utilizing tools from game theory, we develop a novel multi-period-multi-company demand response framework considering the interactions between companies (sellers of energy) and their consumers (buyers of energy). We model the…
In this paper, we establish a dynamic game to allocate CSR (Corporate Social Responsibility) to the members of a supply chain. We propose a model of a three-tier supply chain in a decentralized state which includes a supplier, a…
We consider robust Markov Decision Processes with Borel state and action spaces, unbounded cost and finite time horizon. Our formulation leads to a Stackelberg game against nature. Under integrability, continuity and compactness assumptions…
We study automated intrusion response and formulate the interaction between an attacker and a defender as an optimal stopping game where attack and defense strategies evolve through reinforcement learning and self-play. The game-theoretic…
The hierarchical interaction between the actor and critic in actor-critic based reinforcement learning algorithms naturally lends itself to a game-theoretic interpretation. We adopt this viewpoint and model the actor and critic interaction…
This paper introduces the new concept of (follower) satisfaction in Stackelberg games and compares the standard Stackelberg game with its satisfaction version. Simulation results are presented which suggest that the follower adopting…
We study two-player security games which can be viewed as sequences of nonzero-sum matrix games played by an Attacker and a Defender. The evolution of the game is based on a stochastic fictitious play process. Players do not have access to…