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The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same…

Optimization and Control · Mathematics 2025-11-10 Mathieu Laurière

This paper is concerned with a stochastic linear-quadratic leader-follower differential game with elephant memory. The model is general in that the state equation for both the leader and the follower includes the elephant memory of the…

Optimization and Control · Mathematics 2025-02-19 Xinpo Li , Jingtao Shi

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

We study a Stackelberg variant of the classical discrete-time Dynkin game, in which Player 1 (the leader) commits to a stopping strategy first and Player 2 (the follower) responds optimally. This leader-follower structure induces an optimal…

Optimization and Control · Mathematics 2026-05-26 Jingjie Zhang , Zhou Zhou

In this paper, we investigate a class of Mean Field Games (MFGs) in which the state dynamics are governed by multidimensional reflected stochastic differential equations (SDEs). We establish the existence of an equilibrium and show that it…

Probability · Mathematics 2026-03-17 Ayoub Laayoun , Badr Missaoui

A Stackelberg Vertex Cover game is played on an undirected graph $\mathcal{G}$ where some of the vertices are under the control of a \emph{leader}. The remaining vertices are assigned a fixed weight. The game is played in two stages. First,…

Computer Science and Game Theory · Computer Science 2023-09-25 Katharina Eickhoff , Lennart Kauther , Britta Peis

Stackelberg equilibria arise naturally in a range of popular learning problems, such as in security games or indirect mechanism design, and have received increasing attention in the reinforcement learning literature. We present a general…

Computer Science and Game Theory · Computer Science 2023-06-05 Matthias Gerstgrasser , David C. Parkes

Follow-the-regularized-leader (FTRL) algorithms have become popular in the context of games, providing easy-to-implement methods for each agent, as well as theoretical guarantees that the strategies of all agents will converge to some…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Heling Zhang , Siqi Du , Roy Dong

This paper investigates the convergence of learning dynamics in Stackelberg games. In the class of games we consider, there is a hierarchical game being played between a leader and a follower with continuous action spaces. We establish a…

Computer Science and Game Theory · Computer Science 2024-12-07 Tanner Fiez , Benjamin Chasnov , Lillian J. Ratliff

Interactions among selfish users sharing a common transmission channel can be modeled as a non-cooperative game using the game theory framework. When selfish users choose their transmission probabilities independently without any…

Computer Science and Game Theory · Computer Science 2009-05-31 Jaeok Park , Mihaela van der Schaar

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…

Computer Science and Game Theory · Computer Science 2025-10-20 Jianguo Chen , Jinlong Lei , Biqiang Mu , Yiguang Hong , Hongsheng Qi

Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

Optimization and Control · Mathematics 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

This technical note presents a leader-follower scheme for network aggregative games. The followers and leader are selfish cost minimizing agents. The cost function of each follower is affected by strategy of leader and aggregated strategies…

Systems and Control · Electrical Eng. & Systems 2019-08-08 Mohammad Shokri , Hamed Kebriaei

The search problem of computing a \textit{leader-follower equilibrium} has been widely investigated in the scientific literature in, almost exclusively, the single-follower setting. Although the \textit{optimistic} and \ textit{pessimistic}…

Computer Science and Game Theory · Computer Science 2018-08-07 Stefano Coniglio , Nicola Gatti , Alberto Marchesi

Previous research has shown that federated learning (FL) systems are exposed to an array of security risks. Despite the proposal of several defensive strategies, they tend to be non-adaptive and specific to certain types of attacks,…

Machine Learning · Computer Science 2023-07-18 Yunian Pan , Tao Li , Henger Li , Tianyi Xu , Zizhan Zheng , Quanyan Zhu

Existing alignment methods directly use the reward model learned from user preference data to optimize an LLM policy, subject to KL regularization with respect to the base policy. This practice is suboptimal for maximizing user's utility…

Machine Learning · Computer Science 2026-02-04 Haichuan Wang , Tao Lin , Lingkai Kong , Ce Li , Hezi Jiang , Milind Tambe

This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major…

Optimization and Control · Mathematics 2013-06-07 Mojtaba Nourian , Peter E. Caines

Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

Optimization and Control · Mathematics 2021-02-02 Kiyeob Lee , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

Stackelberg games, widely applied in domains like economics and security, involve asymmetric interactions where a leader's strategy drives follower responses. Accurately modeling these dynamics allows domain experts to optimize strategies…

Artificial Intelligence · Computer Science 2025-07-01 Kuang-Da Wang , Ping-Chun Hsieh , Wen-Chih Peng

In this paper, we study a class of two-player deterministic finite-horizon difference games with coupled inequality constraints, where each player has two types of decision variables: one involving sequential interactions and the other…

Optimization and Control · Mathematics 2025-10-20 Partha Sarathi Mohapatra , Puduru Viswanadha Reddy , Georges Zaccour