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We study incentive designs for a class of stochastic Stackelberg games with one leader and a large number of (finite as well as infinite population of) followers. We investigate whether the leader can craft a strategy under a dynamic…

Computer Science and Game Theory · Computer Science 2024-02-13 Sina Sanjari , Subhonmesh Bose , Tamer Başar

Motivated by a product pricing problem, a linear-quadratic Stackelberg differential game for a regime switching system involving one leader and two followers is studied. The two followers engage in a zero-sum differential game, and both the…

Optimization and Control · Mathematics 2026-03-31 Pengyan Huang , Na Li , Zuo Quan Xu , Harry Zheng

This paper considers two investors who perform mean-variance portfolio selection with asymmetric information: one knows the true stock dynamics, while the other has to infer the true dynamics from observed stock evolution. Their portfolio…

Mathematical Finance · Quantitative Finance 2025-09-05 Yu-Jui Huang , Shihao Zhu

In this paper, the known deterministic linear-quadratic Stackelberg game is revisited, whose open-loop Stackelberg solution actually possesses the nature of time inconsistency. To handle this time inconsistency, {a two-tier game framework…

Optimization and Control · Mathematics 2022-03-09 Yuan-Hua Ni , Liping Liu , Xinzhen Zhang

We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…

Optimization and Control · Mathematics 2024-04-24 Gokce Dayanikli , Mathieu Lauriere

Stackelberg equilibria have become increasingly important as a solution concept in computational game theory, largely inspired by practical problems such as security settings. In practice, however, there is typically uncertainty regarding…

Computer Science and Game Theory · Computer Science 2017-11-23 Christian Kroer , Gabriele Farina , Tuomas Sandholm

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…

Computer Science and Game Theory · Computer Science 2024-08-22 Langford White , Duong Nguyen , Hung Nguyen

An important scenario for smart grids which encompass distributed electrical networks is given by the simultaneous presence of aggregators and individual consumers. In this work, an aggregator is seen as an entity (a coalition) which is…

Computer Science and Game Theory · Computer Science 2015-09-25 Olivier Beaude , Cheng Wan , Samson Lasaulce

We discuss an open-loop backward Stackelberg differential game involving single leader and single follower. Unlike most Stackelberg game literature, the state to be controlled is characterized by a backward stochastic differential equation…

Optimization and Control · Mathematics 2021-04-06 Xinwei Feng , Ying Hu , Jianhui Huang

We present a linear--quadratic Stackelberg game with a large number of followers and we also derive the mean field limit of infinitely many followers. The relation between optimization and mean-field limit is studied and conditions for…

Optimization and Control · Mathematics 2020-11-09 Michael Herty , Sonja Steffensen , Anna Thünen

We study a Stackelberg game to examine how two agents determine to cooperate while competing with each other. Each selects an arrival time to a destination, the earlier one fetching a higher reward. There is, however, an inherent penalty in…

Computer Science and Game Theory · Computer Science 2024-07-30 Chenlan Wang , Mehrdad Moharrami , Mingyan Liu

This paper investigates leader-follower linear-quadratic stochastic graphon games, which consist of a single leader and a continuum of followers. The state equations of the followers interact through graphon coupling terms, with their…

Optimization and Control · Mathematics 2026-03-12 Weijia Chen , Jingtao Shi

We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized tracking problem and…

Optimization and Control · Mathematics 2025-10-08 Ruimeng Hu , Daniel Ralston , Xu Yang , Haosheng Zhou

In this paper, we consider a discrete-time Stackelberg mean field game with a finite number of leaders, a finite number of major followers and an infinite number of minor followers. The leaders and the followers each observe types privately…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Deepanshu Vasal

The increasing prevalence of multi-agent learning systems in society necessitates understanding how to learn effective and safe policies in general-sum multi-agent environments against a variety of opponents, including self-play.…

Computer Science and Game Theory · Computer Science 2024-03-29 Jake Levi , Chris Lu , Timon Willi , Christian Schroeder de Witt , Jakob Foerster

Due to the ever-increasing popularity of ride-hailing services and the indisputable shift towards alternative fuel vehicles, the intersection of the ride-hailing market and smart electric mobility provides an opportunity to trade different…

Systems and Control · Electrical Eng. & Systems 2024-02-26 Marko Maljkovic , Gustav Nilsson , Nikolas Geroliminis

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…

Computer Science and Game Theory · Computer Science 2022-10-31 Gehui Xu , Guanpu Chen , Zhaoyang Cheng , Yiguang Hong , Hongsheng Qi

Multi-leader multi-follower games are a class of hierarchical games in which a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium…

Optimization and Control · Mathematics 2014-08-27 Ankur A. Kulkarni , Uday V. Shanbhag

Equilibrium refinements are important in extensive-form (i.e., tree-form) games, where they amend weaknesses of the Nash equilibrium concept by requiring sequential rationality and other beneficial properties. One of the most attractive…

Computer Science and Game Theory · Computer Science 2018-11-12 Alberto Marchesi , Gabriele Farina , Christian Kroer , Nicola Gatti , Tuomas Sandholm

Hierarchical decision making problems, such as bilevel programs and Stackelberg games, are attracting increasing interest in both the engineering and machine learning communities. Yet, existing solution methods lack either convergence…

Optimization and Control · Mathematics 2024-03-29 Panagiotis D. Grontas , Giuseppe Belgioioso , Carlo Cenedese , Marta Fochesato , John Lygeros , Florian Dörfler
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