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In this paper, we study the transmission strategy adaptation problem in an RF-powered cognitive radio network, in which hybrid secondary users are able to switch between the harvest-then-transmit mode and the ambient backscatter mode for…

Networking and Internet Architecture · Computer Science 2018-04-10 Wenbo Wang , Dinh Thai Hoang , Dusit Niyato , Ping Wang , Dong In Kim

We propose a real-time nodal pricing mechanism for cost minimization and voltage control in a distribution network with autonomous distributed energy resources and analyze the resulting market using stochastic game theory. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Eli Brock , Jingqi Li , Javad Lavaei , Somayeh Sojoudi

This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…

Optimization and Control · Mathematics 2024-05-15 Subrata Golui

Stackelberg games (SGs) constitute the most fundamental and acclaimed models of strategic interactions involving some form of commitment. Moreover, they form the basis of more elaborate models of this kind, such as, e.g., Bayesian…

Computer Science and Game Theory · Computer Science 2024-05-14 Francesco Bacchiocchi , Matteo Bollini , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

To regulate a social system comprised of self-interested agents, economic incentives are often required to induce a desirable outcome. This incentive design problem naturally possesses a bilevel structure, in which a designer modifies the…

Computer Science and Game Theory · Computer Science 2022-10-14 Boyi Liu , Jiayang Li , Zhuoran Yang , Hoi-To Wai , Mingyi Hong , Yu Marco Nie , Zhaoran Wang

Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…

Optimization and Control · Mathematics 2025-04-03 Jingqi Li , Somayeh Sojoudi , Claire Tomlin , David Fridovich-Keil

We study a zero-sum stochastic differential game (SDG) in which one controller plays an impulse control while their opponent plays a stochastic control. We consider an asymmetric setting in which the impulse player commits to, at the start…

Probability · Mathematics 2019-01-31 Parsiad Azimzadeh

This paper proposes and analyzes a stationary equilibrium model for a competitive industry which endogenously determines the carbon price necessary to achieve a given emission target. In the model, firms are identified by their level of…

Mathematical Finance · Quantitative Finance 2024-02-27 Felix Dammann , Giorgio Ferrari

Equipping agents with the capacity to justify made decisions using supporting evidence represents a cornerstone of accountable decision-making. Furthermore, ensuring that justifications are in line with human expectations and societal norms…

Machine Learning · Computer Science 2024-02-27 Aleksa Sukovic , Goran Radanovic

We study the design of optimal incentives in sequential processes. To do so, we consider a basic and fundamental model in which an agent initiates a value-creating sequential process through costly investment with random success. If…

Theoretical Economics · Economics 2023-11-22 Jens Gudmundsson , Jens Leth Hougaard , Juan D. Moreno-Ternero , Lars Peter Østerdal

In this paper, we present an efficient algorithm to solve online Stackelberg games, featuring multiple followers, in a follower-agnostic manner. Unlike previous works, our approach works even when leader has no knowledge about the…

Optimization and Control · Mathematics 2024-03-28 Chinmay Maheshwari , James Cheng , S. Shankar Sasty , Lillian Ratliff , Eric Mazumdar

Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…

Optimization and Control · Mathematics 2021-08-04 Mrudula Balachander , Shibashis Guha , Jean-François Raskin

We consider a stochastic differential game in the context of forward-backward stochastic differential equations, where one player implements an impulse control while the opponent controls the system continuously. Utilizing the notion of…

Optimization and Control · Mathematics 2021-12-20 Magnus Perninge

This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach…

Systems and Control · Electrical Eng. & Systems 2024-04-22 Killian Wood , Ahmed Zamzam , Emiliano Dall'Anese

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…

Machine Learning · Computer Science 2021-10-28 Keegan Harris , Hoda Heidari , Zhiwei Steven Wu

We consider zero-sum stochastic differential games with possibly path-dependent controlled state. Unlike the previous literature, we allow for weak solutions of the state equation so that the players' controls are automatically of feedback…

Probability · Mathematics 2018-08-14 Dylan Possamaï , Nizar Touzi , Jianfeng Zhang

We study a recommendation system where sellers compete for visibility by strategically offering commissions to a platform that optimally curates a ranked menu of items and their respective prices for each customer. Customers interact…

Theoretical Economics · Economics 2025-10-07 Tushar Shankar Walunj , Veeraruna Kavitha , Jayakrishnan Nair , Priyank Agarwal

Peer-to-peer (P2P) energy trading is a promising market scheme to accommodate the increasing distributed energy resources (DERs). However, how P2P to be integrated into the existing power systems remains to be investigated. In this paper,…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Yu Yang , Yue Chen , Guoqiang Hu , Costas J. Spanos

Considering a supply chain with partial vertical integration, we attempt to seek answers to several questions related to the cooperation competition based friction, abundant in such networks. Such an SC can represent a supplier with an…

General Economics · Economics 2025-04-15 Gurkirat Wadhwa , Veeraruna Kavitha

We investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in which the minimizer…

Logic in Computer Science · Computer Science 2022-05-20 Pablo F. Castro , Pedro R. D'Argenio , Luciano Putruele , Ramiro Demasi