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This paper presents a new safety specification method that is robust against errors in the probability distribution of disturbances. Our proposed distributionally robust safe policy maximizes the probability of a system remaining in a…

Optimization and Control · Mathematics 2018-10-05 Insoon Yang

This paper is concerned with a linear-quadratic partially observed mean field Stackelberg stochastic differential game, which contains a leader and a large number of followers. Specifically, the followers confront a large-population Nash…

Optimization and Control · Mathematics 2025-12-09 Yu Si , Yueyang Zheng , Jingtao Shi

Partial monitoring is an expressive framework for sequential decision-making with an abundance of applications, including graph-structured and dueling bandits, dynamic pricing and transductive feedback models. We survey and extend recent…

Machine Learning · Computer Science 2023-11-15 Johannes Kirschner , Tor Lattimore , Andreas Krause

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

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

This article describes a novel game structure for autonomously optimizing decentralized manufacturing systems with multi-objective optimization challenges, namely Distributed Stackelberg Strategies in State-Based Potential Games (DS2-SbPG).…

Computer Science and Game Theory · Computer Science 2024-08-14 Steve Yuwono , Dorothea Schwung , Andreas Schwung

Learning and optimal control under robust Markov decision processes (MDPs) have received increasing attention, yet most existing theory, algorithms, and applications focus on finite-horizon or discounted models. Long-run average-reward…

Optimization and Control · Mathematics 2025-12-12 Shengbo Wang , Nian Si

Off-policy dynamic programming (DP) techniques such as $Q$-learning have proven to be important in sequential decision-making problems. In the presence of function approximation, however, these techniques often diverge due to the absence of…

Machine Learning · Computer Science 2023-12-05 Zhaoyi Zhou , Chuning Zhu , Runlong Zhou , Qiwen Cui , Abhishek Gupta , Simon Shaolei Du

In shared autonomy, a critical tension arises when an automated assistant must choose between obeying a human's instruction and deliberately overriding it to prevent harm. This safety-critical behavior is known as intelligent disobedience.…

Artificial Intelligence · Computer Science 2026-03-24 Benedikt Hornig , Reuth Mirsky

This paper considers linear-quadratic (LQ) stochastic leader-follower Stackelberg differential games for jump-diffusion systems with random coefficients. We first solve the LQ problem of the follower using the stochastic maximum principle…

Optimization and Control · Mathematics 2020-10-07 Jun Moon

The hierarchical interaction between the actor and critic in actor-critic based reinforcement learning algorithms naturally lends itself to a game-theoretic interpretation. We adopt this viewpoint and model the actor and critic interaction…

Machine Learning · Computer Science 2021-09-28 Liyuan Zheng , Tanner Fiez , Zane Alumbaugh , Benjamin Chasnov , Lillian J. Ratliff

In this paper, we are concerned with the stabilizatbility of Stackelberg game-based systems. In particular, two players are involved in the system where one is the follower to minimize the related cost function and the other is the leader…

Optimization and Control · Mathematics 2021-05-04 Yue Sun , Juanjuan Xu , Huanshui Zhang

State-of-the-art methods for solving 2-player zero-sum imperfect information games rely on linear programming or regret minimization, though not on dynamic programming (DP) or heuristic search (HS), while the latter are often at the core of…

Artificial Intelligence · Computer Science 2022-10-27 Aurélien Delage , Olivier Buffet , Jilles S. Dibangoye , Abdallah Saffidine

Moving Target Defense (MTD) is commonly formulated as a repeated security game to mitigate persistent threats. Although the strong Stackelberg equilibrium (SSE) characterizes the defender's optimal strategy in the leader-follower framework,…

Computer Science and Game Theory · Computer Science 2026-05-11 Zhaoyang Cheng , Guanpu Chen , Yiguang Hong , Ming Cao , Mikael Skoglund

We study self-triggered two-player stochastic games on Piecewise Deterministic Markov Processes (PDMPs) where each agent decides when to observe and which open-loop action to hold. Augmenting the state with clocks and committed controls…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Yunian Pan , Quanyan Zhu

We study a Stackelberg variant of the classical discrete-time Dynkin game, in which Player 1 (the leader) commits to a stopping strategy first and Player 2 (the follower) responds optimally. This leader-follower structure induces an optimal…

Optimization and Control · Mathematics 2026-05-26 Jingjie Zhang , Zhou Zhou

The Bellman operator constitutes the foundation of dynamic programming (DP). An alternative is presented by the Gauss-Seidel operator, whose evaluation, differently from that of the Bellman operator where the states are all processed at…

Optimization and Control · Mathematics 2021-10-07 Matilde Gargiani , Andrea Martinelli , Max Ruts Martinez , John Lygeros

This paper provides a systematic study of the robust Stackelberg equilibrium (RSE), which naturally generalizes the widely adopted solution concept of the strong Stackelberg equilibrium (SSE). The RSE accounts for any possible…

Computer Science and Game Theory · Computer Science 2025-06-03 Jiarui Gan , Minbiao Han , Jibang Wu , Haifeng Xu

The linear programming (LP) approach has a long history in the theory of approximate dynamic programming. When it comes to computation, however, the LP approach often suffers from poor scalability. In this work, we introduce a relaxed…

Systems and Control · Electrical Eng. & Systems 2020-12-01 Andrea Martinelli , Matilde Gargiani , John Lygeros

Standard game theory explains cooperation in repeated games through conditional strategies such as Tit-for-Tat (TfT), but these require continuous computation that imposes physical costs on embodied agents. We propose a three-layer…

Computer Science and Game Theory · Computer Science 2026-02-25 Yuki Nakamura
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