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Related papers: Robust Stackelberg Equilibria

200 papers

Stackelberg games have been widely used to model interactive decision-making problems in a variety of domains such as energy systems, transportation, cybersecurity, and human-robot interaction. However, existing algorithms for solving…

Optimization and Control · Mathematics 2023-03-14 Yansong Li , Shuo Han

In this paper, we consider a discrete-time stochastic Stackelberg game with a single leader and multiple followers. Both the followers and the leader together have conditionally independent private types, conditioned on action and previous…

Optimization and Control · Mathematics 2022-09-21 Deepanshu Vasal

This contribution deals with a two-level discrete decision problem, a so-called Stackelberg strategic game: A Subset Sum setting is addressed with a set $N$ of items with given integer weights. One distinguished player, the leader, may…

Discrete Mathematics · Computer Science 2018-01-12 Ulrich Pferschy , Gaia Nicosia , Andrea Pacifici

Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Shengbo Eben Li , Jia Cheng , Yunan Wang

Existing methods for learning Stackelberg equilibria typically assume that the followers' (variational, generalized) Nash equilibrium is unique. However, in the presence of multiple equilibria, without a selection convention, the problem…

Optimization and Control · Mathematics 2026-04-30 Silvia Cianchi , Anibal Sanjab , Sergio Grammatico

We present a resource-planning game for cyber-security of networked control systems (NCS). The NCS is assumed to be operating in closed-loop using a linear state-feedback $\mathcal{H}_2$ controller. A zero-sum, two-player Stackelberg game…

Optimization and Control · Mathematics 2022-08-26 Pratishtha Shukla , Lu An , Aranya Chakrabortty , Alexandra Duel-Hallen

A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…

Computer Science and Game Theory · Computer Science 2021-12-07 Kai Wang , Lily Xu , Andrew Perrault , Michael K. Reiter , Milind Tambe

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…

Optimization and Control · Mathematics 2021-05-04 Yue Sun , Juanjuan Xu , Huanshui Zhang

Real world applications such as economics and policy making often involve solving multi-agent games with two unique features: (1) The agents are inherently asymmetric and partitioned into leaders and followers; (2) The agents have different…

Machine Learning · Computer Science 2021-11-04 Yu Bai , Chi Jin , Huan Wang , Caiming Xiong

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

We study the robust Nash equilibrium (RNE) for a class of games in communications systems and networks where the impact of users on each other is an additive function of their strategies. Each user measures this impact, which may be…

Computer Science and Game Theory · Computer Science 2011-09-21 Saeedeh Parsaeefard , Ahmad R. Sharafat , Mihaela van der Schaar

Current approximate Coarse Correlated Equilibria (CCE) algorithms struggle with equilibrium approximation for games in large stochastic environments but are theoretically guaranteed to converge to a strong solution concept. In contrast,…

Machine Learning · Computer Science 2024-12-04 Ryan Yu , Mateusz Nowak , Qintong Xie , Michelle Yilin Feng , Peter Chin

Provably efficient and robust equilibrium computation in general-sum Markov games remains a core challenge in multi-agent reinforcement learning. Nash equilibrium is computationally intractable in general and brittle due to equilibrium…

Machine Learning · Computer Science 2026-03-11 Jake Gonzales , Max Horwitz , Eric Mazumdar , Lillian J. Ratliff

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

We consider simple stochastic games with terminal-node rewards and multiple players, who have differing perceptions of risk. Specifically, we study risk-sensitive equilibria (RSEs), where no player can improve their perceived reward --…

Computer Science and Game Theory · Computer Science 2025-02-11 Léonard Brice , Thomas Henzinger , K. S. Thejaswini

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 classical mean-variance portfolio selection problem induces time-inconsistent (precommited) strategies (see Zhou and Li (2000)). To overcome this time-inconsistency, Basak and Chabakauri (2010) introduce the game theoretical approach…

Mathematical Finance · Quantitative Finance 2023-05-26 Mengge Li , Shuaijie Qian , Chao Zhou

Reinforcement Learning (RL) algorithms have been successfully applied to real world situations like illegal smuggling, poaching, deforestation, climate change, airport security, etc. These scenarios can be framed as Stackelberg security…

Machine Learning · Computer Science 2022-12-01 Saptarashmi Bandyopadhyay , Chenqi Zhu , Philip Daniel , Joshua Morrison , Ethan Shay , John Dickerson

This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the leader and follower face different and unknown disturbances.…

Optimization and Control · Mathematics 2024-07-09 Na Xiang , Jingtao Shi

Leader-follower general-sum stochastic games (LF-GSSGs) model sequential decision-making under asymmetric commitment, where a leader commits to a policy and a follower best responds, yielding a strong Stackelberg equilibrium (SSE) with…

Computer Science and Game Theory · Computer Science 2025-12-08 Jilles Steeve Dibangoye , Thibaut Le Marre , Ocan Sankur , François Schwarzentruber