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Principal-agent problems model scenarios where a principal incentivizes an agent to take costly, unobservable actions through the provision of payments. Such problems are ubiquitous in several real-world applications, ranging from…

Computer Science and Game Theory · Computer Science 2025-02-27 Francesco Bacchiocchi , Jiarui Gan , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

In dynamic noncooperative games, each player makes conjectures about other players' reactions before choosing a strategy. However, resulting equilibria may be multiple and do not always lead to desirable outcomes. These issues are typically…

Computer Science and Game Theory · Computer Science 2025-11-24 Francesco Morri , Hélène Le Cadre , David Salas , Didier Aussel

Stochastic patrol routing is known to be advantageous in adversarial settings; however, the optimal choice of stochastic routing strategy is dependent on a model of the adversary. We adopt a worst-case omniscient adversary model from the…

Systems and Control · Electrical Eng. & Systems 2025-04-10 Yohan John , Gilberto Diaz-Garcia , Xiaoming Duan , Jason R. Marden , Francesco Bullo

Principal-agent problems arise when one party acts on behalf of another, leading to conflicts of interest. The economic literature has extensively studied principal-agent problems, and recent work has extended this to more complex scenarios…

Artificial Intelligence · Computer Science 2024-01-02 Omer Ben-Porat , Yishay Mansour , Michal Moshkovitz , Boaz Taitler

Stackelberg Games are gaining importance in the last years due to the raise of Adversarial Machine Learning (AML). Within this context, a new paradigm must be faced: in classical game theory, intervening agents were humans whose decisions…

Computer Science and Game Theory · Computer Science 2019-10-25 Roi Naveiro , David Ríos Insua

In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with a quadratic cost functional. The coefficients in the state equation and the weighting matrices in the cost…

Optimization and Control · Mathematics 2021-07-13 Zixuan Li , Jingtao Shi

It is sometimes the case that one solution concept in game theory is equivalent to applying another solution concept to a modified version of the game. In such cases, does it make sense to study the former separately (as it applies to the…

Computer Science and Game Theory · Computer Science 2017-05-23 Vincent Conitzer

The notion of approachability was introduced by Blackwell [1] in the context of vector-valued repeated games. The famous Blackwell's approachability theorem prescribes a strategy for approachability, i.e., for `steering' the average cost of…

Machine Learning · Computer Science 2016-06-22 Dileep Kalathil , Vivek Borkar , Rahul Jain

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

By utilizing tools from game theory, we develop a novel multi-period-multi-company demand response framework considering the interactions between companies (sellers of energy) and their consumers (buyers of energy). We model the…

Optimization and Control · Mathematics 2020-04-20 Khaled Alshehri , Ji Liu , Xudong Chen , Tamer Başar

In this paper,we mainly focus on the numerical solution of high-dimensional stochastic optimal control problem driven by fully-coupled forward-backward stochastic differential equations (FBSDEs in short) through deep learning. We first…

Optimization and Control · Mathematics 2024-08-21 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

Robust Reinforcement Learning (RL) focuses on improving performances under model errors or adversarial attacks, which facilitates the real-life deployment of RL agents. Robust Adversarial Reinforcement Learning (RARL) is one of the most…

Machine Learning · Computer Science 2022-09-27 Peide Huang , Mengdi Xu , Fei Fang , Ding Zhao

This paper is about a set-based computing method for solving a general class of two-player zero-sum Stackelberg differential games. We assume that the game is modeled by a set of coupled nonlinear differential equations, which can be…

Optimization and Control · Mathematics 2019-09-10 Xuhui Feng , Mario E. Villanueva , Boris Houska

In security games, the solution concept commonly used is that of a Stackelberg equilibrium where the defender gets to commit to a mixed strategy. The motivation for this is that the attacker can repeatedly observe the defender's actions and…

Computer Science and Game Theory · Computer Science 2016-10-17 Vincent Conitzer

Dynamic games are powerful tools to model multi-agent decision-making, yet computing Nash (generalized Nash) equilibria remains a central challenge in such settings. Complexity arises from tightly coupled optimality conditions, nested…

Computer Science and Game Theory · Computer Science 2026-02-06 Mahdis Rabbani , Navid Mojahed , Shima Nazari

There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…

Computer Science and Game Theory · Computer Science 2025-10-28 Carlos Martin , Tuomas Sandholm

Inspired by a military context, we study a Stackelberg production game where a country's government, the leader, wants to maximize the production of military assets. The leader does so by allocating his resources among a set of production…

Optimization and Control · Mathematics 2020-07-17 L. Schlicher , M. Musegaas , H. Blok

In this paper, we deepen the study of two-player Stackelberg games played on graphs in which Player $0$ announces a strategy and Player $1$, having several objectives, responds rationally by following plays providing him Pareto-optimal…

Computer Science and Game Theory · Computer Science 2025-09-10 Thomas Brihaye , Véronique Bruyère , Gaspard Reghem

In this study, we explore the application of game theory, in particular Stackelberg games, to address the issue of effective coordination strategy generation for heterogeneous robots with one-way communication. To that end, focusing on the…

Robotics · Computer Science 2023-08-01 Yuhan Zhao , Baichuan Huang , Jingjin Yu , Quanyan Zhu

An underlying assumption of Stackelberg Games (SGs) is perfect rationality of the players. However, in real-life situations (which are often modeled by SGs) the followers (terrorists, thieves, poachers or smugglers) -- as humans in general…

Computer Science and Game Theory · Computer Science 2020-02-25 Jan Karwowski , Jacek Mańdziuk , Adam Żychowski
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