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In this paper, we consider a sequential stochastic Stackelberg game with two players, a leader and a follower. The follower has access to the state of the system while the leader does not. Assuming that the players act in their respective…

Optimization and Control · Mathematics 2021-02-08 Rajesh K Mishra , Deepanshu Vasal , Sriram Vishwanath

Anticipating the strategies of potential attackers is crucial for protecting critical infrastructure. We can represent the challenge of the defenders of such infrastructure as a Stackelberg security game. The defender must decide how to…

Computer Science and Game Theory · Computer Science 2024-05-16 Pamela Bustamante-Faúndez , Víctor Bucarey L. , Martine Labbé , Vladimir Marianov , Fernando Ordóñez

Optimizing strategic decisions (a.k.a. computing equilibrium) is key to the success of many non-cooperative multi-agent applications. However, in many real-world situations, we may face the exact opposite of this game-theoretic problem --…

Computer Science and Game Theory · Computer Science 2022-10-05 Jibang Wu , Weiran Shen , Fei Fang , Haifeng Xu

This paper studies a three party energy management problem in a user interactive smart community that consists of a large number of residential units (RUs) with distributed energy resources (DERs), a shared facility controller (SFC) and the…

Systems and Control · Computer Science 2014-02-25 Wayes Tushar , Bo Chai , Chau Yuen , David B. Smith , H. Vincent Poor

This paper considers two investors who perform mean-variance portfolio selection with asymmetric information: one knows the true stock dynamics, while the other has to infer the true dynamics from observed stock evolution. Their portfolio…

Mathematical Finance · Quantitative Finance 2025-09-05 Yu-Jui Huang , Shihao Zhu

The paper presents a new method for approximating Strong Stackelberg Equilibrium in general-sum sequential games with imperfect information and perfect recall. The proposed approach is generic as it does not rely on any specific properties…

Computer Science and Game Theory · Computer Science 2022-08-16 Jan Karwowski , Jacek Mańdziuk

Agents rarely act in isolation -- their behavioral history, in particular, is public to others. We seek a non-asymptotic understanding of how a leader agent should shape this history to its maximal advantage, knowing that follower agent(s)…

Computer Science and Game Theory · Computer Science 2019-05-29 Vidya Muthukumar , Anant Sahai

A central task of artificial intelligence is the design of artificial agents that act towards specified goals in partially observed environments. Since such environments frequently include interaction over time with other agents with their…

Computer Science and Game Theory · Computer Science 2012-05-14 Miroslav Dudik , Geoffrey Gordon

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…

Systems and Control · Electrical Eng. & Systems 2021-09-20 Wei Zheng , Taeho Jung , Hai Lin

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…

Information Theory · Computer Science 2011-08-26 saeedeh parsaeefard , Mihaela van der Schaar , Ahmad R. Sharafat

We study a two-player dynamic Stackelberg game where the follower's intention is unknown to the leader. Classical formulations of the Stackelberg equilibrium (SE) assume that the follower's best response (BR) function is known to the…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Cayetana Salinas-Rodriguez , Jonathan Rogers , Sarah H. Q. Li

A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…

Computer Science and Game Theory · Computer Science 2021-12-07 Kai Wang , Lily Xu , Andrew Perrault , Michael K. Reiter , Milind Tambe

Surveillance-Evasion (SE) games form an important class of adversarial trajectory-planning problems. We consider time-dependent SE games, in which an Evader is trying to reach its target while minimizing the cumulative exposure to a moving…

Optimization and Control · Mathematics 2019-09-09 Elliot Cartee , Lexiao Lai , Qianli Song , Alexander Vladimirsky

We introduce the sampling logit equilibrium (SLE), a stationary concept for population games in which agents evaluate actions using a finite sample of opponents' plays and respond according to a logit choice rule. This framework combines…

Theoretical Economics · Economics 2026-03-11 Minoru Osawa

The Stackelberg equilibrium solution concept describes optimal strategies to commit to: Player 1 (termed the leader) publicly commits to a strategy and Player 2 (termed the follower) plays a best response to this strategy (ties are broken…

Computer Science and Game Theory · Computer Science 2016-08-24 Branislav Bosansky , Simina Branzei , Kristoffer Arnsfelt Hansen , Peter Bro Miltersen , Troels Bjerre Sorensen

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)…

Optimization and Control · Mathematics 2026-04-27 Qi Lü , Bowen Ma , Hanxiao Wang

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

In this paper, we introduce the third party to achieve the Stackelberg equilibrium with the time inconsistency in three different Stackelberg games, which are the discrete-time games, the dynamic games, and the mean field games. Here all…

Optimization and Control · Mathematics 2024-07-29 Yiming Jiang , Yawei Wei , Jie Xue

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

We extend the formalism of Conjectural Variations games to Stackelberg games involving multiple leaders and a single follower. To solve these nonconvex games, a common assumption is that the leaders compute their strategies having perfect…

Computer Science and Game Theory · Computer Science 2025-07-24 Francesco Morri , Hélène Le Cadre , Luce Brotcorne