Related papers: Monte Carlo Optimization for Solving Multilevel St…
Guided cooperation allows intelligent agents with heterogeneous capabilities to work together by following a leader-follower type of interaction. However, the associated control problem becomes challenging when the leader agent does not…
The Bilevel Optimization Problem is a hierarchical optimization problem with two agents, a leader and a follower. The leader make their own decisions first, and the followers make the best choices accordingly. The leader knows the…
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…
We study policy optimization in Stackelberg mean field games (MFGs), a hierarchical framework for modeling the strategic interaction between a single leader and an infinitely large population of homogeneous followers. The objective can be…
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…
This paper obtains the maximum principle for both stochastic (global) open-loop and stochastic (global) closed-loop Stackelberg differential games. For the closed-loop case, we use the theory of controlled forward-backward stochastic…
The Stackelberg Minimum Spanning Tree Game is a two-level combinatorial pricing problem played on a graph representing a network. Its edges are colored either red or blue, and the red edges have a given fixed cost, representing the…
Formulating cyber-security problems with attackers and defenders as a partially observable stochastic game has become a trend recently. Among them, the one-sided two-player zero-sum partially observable stochastic game (OTZ-POSG) has…
Interdicting a criminal with limited police resources is a challenging task as the criminal changes location over time. The size of the large transportation network further adds to the difficulty of this scenario. To tackle this issue, we…
This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$\sigma$-algebra of that available to the leader. Such kind of…
Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…
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…
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…
Multi-robot coordination often exhibits hierarchical structure, with some robots' decisions depending on the planned behaviors of others. While game theory provides a principled framework for such interactions, existing solvers struggle to…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
We study the problem of online learning in a two-player decentralized cooperative Stackelberg game. In each round, the leader first takes an action, followed by the follower who takes their action after observing the leader's move. The goal…
From a perspective of designing or engineering for opinion formation games in social networks, the "opinion maximization (or minimization)" problem has been studied mainly for designing subset selecting algorithms. We define a two-player…
In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…
The optimal policy in various real-world strategic decision-making problems depends both on the environmental configuration and exogenous events. For these settings, we introduce Contextual Bilevel Reinforcement Learning (CB-RL), a…
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…