Related papers: Policy Iteration for Two-Player General-Sum Stocha…
In this paper, we investigate a new model of a linear-quadratic mean-field stochastic Stackelberg differential game with one leader and two followers, in which the leader is allowed to stop her strategy at a random time. Our overarching…
Symmetric strategy improvement is an algorithm introduced by Schewe et al. (ICALP 2015) that can be used to solve two-player games on directed graphs such as parity games and mean payoff games. In contrast to the usual well-known strategy…
This paper analyzes a class of Stackelberg games where different actors compete for shared resources and a central authority tries to balance the demand through a pricing mechanism. Situations like this can for instance occur when fleet…
We introduce two Smoothed Policy Iteration algorithms (\textbf{SPI}s) as rules for learning policies and methods for computing Nash equilibria in second order potential Mean Field Games (MFGs). Global convergence is proved if the coupling…
We study the problem of finding Stackelberg equilibria in games with a massive number of players. So far, the only known game instances in which the problem is solved in polynomial time are some particular congestion games. However, a…
This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…
Here we present a ground-breaking new postulate for game theory. The first part of this postulate contains the axiomatic observation that all games are created by a designer, whether they are: e.g., (dynamic/static) or…
Computational advertising has been studied to design efficient marketing strategies that maximize the number of acquired customers. In an increased competitive market, however, a market leader (a leader) requires the acquisition of new…
Automated decision-making tools increasingly assess individuals to determine if they qualify for high-stakes opportunities. A recent line of research investigates how strategic agents may respond to such scoring tools to receive favorable…
This paper aims to solve the optimal strategy against a well-known adaptive algorithm, the Hedge algorithm, in a finitely repeated $2\times 2$ zero-sum game. In the literature, related theoretical results are very rare. To this end, we make…
We present a generic strategy iteration algorithm (GSIA) to find an optimal strategy of a simple stochastic game (SSG). We prove the correctness of GSIA, and derive a general complexity bound, which implies and improves on the results of…
We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…
We present a policy iteration algorithm for the infinite-horizon N-player general-sum deterministic linear quadratic dynamic games and compare it to policy gradient methods. We demonstrate that the proposed policy iteration algorithm is…
Algorithms for playing in Stackelberg games have been deployed in real-world domains including airport security, anti-poaching efforts, and cyber-crime prevention. However, these algorithms often fail to take into consideration the…
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…
We consider the problem of efficiently learning to play single-leader multi-follower Stackelberg games when the leader lacks knowledge of the lower-level game. Such games arise in hierarchical decision-making problems involving…
Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…
We study a multi-player one-round game termed Stackelberg Network Pricing Game, in which a leader can set prices for a subset of $m$ priceable edges in a graph. The other edges have a fixed cost. Based on the leader's decision one or more…
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…
This paper studies multi-user communication systems with two groups of users: leaders which possess system information, and followers which have no system information using the formulation of Stackelberg games. In such games, the leaders…