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We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with target constraints. More precisely, we consider a…

Optimization and Control · Mathematics 2026-05-14 Camilo Hernández , Nicolás Hernández Santibáñez , Emma Hubert , Dylan Possamaï

This paper is concerned with a Stackelberg game of backward stochastic differential equations (BSDEs), where the coefficients of the backward system and the cost functionals are deterministic, and the control domain is convex. Necessary and…

Optimization and Control · Mathematics 2019-04-18 Yueyang Zheng , Jingtao Shi

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…

Machine Learning · Computer Science 2024-06-14 Robert Loftin , Mustafa Mert Çelikok , Herke van Hoof , Samuel Kaski , Frans A. Oliehoek

The multilevel reverse Stackelberg game is considered. In this game, the leader controls the outcome by announcing a strategy as a function of decision variables of the followers to his/her own decision space. Corresponding to the leader's…

Optimization and Control · Mathematics 2023-03-01 Seyfe Belete Worku , Birilew Belayneh Tsegaw , Semu Mitiku Kassa

This paper is concerned with a Stackelberg stochastic differential game with asymmetric noisy observation, with one follower and one leader. In our model, the follower cannot observe the state process directly, but could observe a noisy…

Optimization and Control · Mathematics 2020-07-14 Yueyang Zheng , Jingtao Shi

Given a skew-symmetric matrix, the corresponding two-player symmetric zero-sum game is defined as follows: one player, the row player, chooses a row and the other player, the column player, chooses a column. The payoff of the row player is…

Computer Science and Game Theory · Computer Science 2017-07-11 Florian Brandl

This paper addresses the question whether model knowledge can guide a defender to appropriate decisions, or not, when an attacker intrudes into control systems. The model-based defense scheme considered in this study, namely Bayesian…

Cryptography and Security · Computer Science 2023-12-08 Hampei Sasahara , Henrik Sandberg

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

Stealthy attacks are a major cyber-security threat. In practice, both attackers and defenders have resource constraints that could limit their capabilities. Hence, to develop robust defense strategies, a promising approach is to utilize…

Computer Science and Game Theory · Computer Science 2019-10-22 Ming Zhang , Zizhan Zheng , Ness B. Shroff

Repeated games are useful models to analyze long term interactions of living species and complex social phenomena. Zero-determinant (ZD) strategies in repeated games discovered by Press and Dyson in 2012 enforce a linear payoff relationship…

Populations and Evolution · Quantitative Biology 2021-06-29 Azumi Mamiya , Daiki Miyagawa , Genki Ichinose

Ensuring public safety in a Smart City (SC) environment is a critical and increasingly complicated task due to the involvement of multiple agencies and the city's expansion across cyber and social layers. In this paper, we propose an…

Computer Science and Game Theory · Computer Science 2022-01-28 Dimitrios Sikeridis , Michael Devetsikiotis

Batch reinforcement learning (RL) defines the task of learning from a fixed batch of data lacking exhaustive exploration. Worst-case optimality algorithms, which calibrate a value-function model class from logged experience and perform some…

Machine Learning · Statistics 2023-10-03 Wenzhuo Zhou , Annie Qu

This paper analyzes a finite horizon dynamic signaling game motivated by the well-known strategic information transmission problems in economics. The mathematical model involves information transmission between two agents, a sender who…

Systems and Control · Computer Science 2016-11-17 Muhammed Sayin , Emrah Akyol , Tamer Basar

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…

Computer Science and Game Theory · Computer Science 2021-02-04 Chun Kai Ling , Noam Brown

A formula is presented for designing zero-determinant(ZD) strategies of general finite games, which have $n$ players and players can have different numbers of strategies. To this end, using semi-tensor product (STP) of matrices, the profile…

Computer Science and Game Theory · Computer Science 2021-07-08 Daizhan Cheng

Long-term cooperation, competition, or exploitation among individuals can be modeled through repeated games. In repeated games, Press and Dyson discovered zero-determinant (ZD) strategies that enforce a special relationship between two…

Computer Science and Game Theory · Computer Science 2022-07-18 Daiki Miyagawa , Azumi Mamiya , Genki Ichinose

This paper is concerned with a linear-quadratic (LQ) leader-follower differential game with mixed deterministic and stochastic controls. In the game, the follower is a random controller which means that the follower can choose adapted…

Optimization and Control · Mathematics 2025-09-26 Jingtao Shi , Guangchen Wang

Robust Reinforcement Learning (RL) focuses on improving performances under model errors or adversarial attacks, which facilitates the real-life deployment of RL agents. Robust Adversarial Reinforcement Learning (RARL) is one of the most…

Machine Learning · Computer Science 2022-09-27 Peide Huang , Mengdi Xu , Fei Fang , Ding Zhao

This paper studies remote state estimation under denial-of-service (DoS) attacks. A sensor transmits its local estimate of an underlying physical process to a remote estimator via a wireless communication channel. A DoS attacker is capable…

Systems and Control · Computer Science 2017-06-01 Kemi Ding , Subhrakanti Dey , Daniel E. Quevedo , Ling Shi

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
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