Related papers: Stackelberg games with the third party
We study Stackelberg games where a principal repeatedly interacts with a non-myopic long-lived agent, without knowing the agent's payoff function. Although learning in Stackelberg games is well-understood when the agent is myopic, dealing…
We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…
This paper addresses a Stackelberg stochastic linear-quadratic (LQ) differential game under closed-loop information, a problem inherently time-inconsistent. Existing approaches rely on solving two coupled Hamilton-Jacobi-Bellman (HJB)…
Routing games are used to to understand the impact of individual users' decisions on network efficiency. Most prior work on routing games uses a simplified model of network flow where all flow exists simultaneously, and users care about…
Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…
This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional in finite horizon. The coefficients in the state equation and…
In this paper, a partially observed stochastic linear Stackelberg differential game with mean-variance criteria is studied. Randomness comes from Brownian motions and Poisson random measures. which leads to a circular dependency. We follow…
We study a multi-agent setting in which brokers transact with an informed trader. Through a sequential Stackelberg-type game, brokers manage trading costs and adverse selection with an informed trader. In particular, supplying liquidity to…
In this work, a novel Stackelberg game theoretic framework is proposed for trading energy bidirectionally between the demand-response (DR) aggregator and the prosumers. This formulation allows for flexible energy arbitrage and additional…
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…
In the context of reducing carbon emissions in the automotive supply chain, collaboration between vehicle manufacturers and retailers has proven to be an effective measure for enhancing carbon emission reduction within the enterprise. This…
The paper is concerned with the study of a control system consisting of one major agent and many identical minor agents in the limit case when the number of agents tends to infinity. To study the limiting system we use the mean field…
This paper is concerned with a new type of differential game problems of forwardbackward stochastic systems. There are three distinguishing features: Firstly, our game systems are forward-backward doubly stochastic differential equations,…
This paper introduces a differentially private (DP) mechanism to protect the information exchanged during the coordination of sequential and interdependent markets. This coordination represents a classic Stackelberg game and relies on the…
In this paper, the two-player leader-follower game with private inputs for feedback Stackelberg strategy is considered. In particular, the follower shares its measurement information with the leader except its historical control inputs…
This paper studies the optimal mechanisms for the vertically integrated utility to dispatch and incentivize the third-party demand response (DR) providers in its territory. A framework is proposed, with three-layer coupled Stackelberg and…
Dynamic noncooperative game theory is a field of mathematics and economics in which a lot of research is being carried out at present featuring a great number of applications in many different areas of economics and management science like…
We formulate a Stackelberg game between an attacker and a defender of a power system. The attacker attempts to alter the load setpoints of the power system covertly and intelligently, so that the voltage stability margin of the grid is…
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…
We propose a market designed using game theory to optimally utilize the flexibility of distributed energy resources (DERs) like solar, batteries, electric vehicles, and flexible loads. Market agents perform multiperiod optimization to…