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We propose a two-layer stochastic game model to study reinsurance contracting and competition in a market with one insurer and two competing reinsurers. The insurer negotiates with both reinsurers simultaneously for proportional reinsurance…

Mathematical Finance · Quantitative Finance 2024-09-23 Zongxia Liang , Yi Xia , Bin Zou

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

Autonomous mobility on demand services have the potential to disrupt the future mobility system landscape. Ridepooling services in particular can decrease land consumption and increase transportation efficiency by increasing the average…

Multiagent Systems · Computer Science 2022-07-12 Roman Engelhardt , Patrick Malcolm , Florian Dandl , Klaus Bogenberger

We investigate a multi-agent decision-making problem where a large population of agents is responsible for carrying out a set of assigned tasks. The amount of jobs in each task varies over time governed by a dynamical system model. Each…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Shinkyu Park , Julian Barreiro-Gomez

We develop a stochastic game-theoretic model for intraday dispatch of grid-scale battery energy storage systems (BESSs). We assume that each BESS operator competitively manages her state-of-charge to maximize energy arbitrage revenues,…

Optimization and Control · Mathematics 2026-05-11 Ruimeng Hu , Mike Ludkovski , Hezhong Zhang

We present a new tool for the study of multiplayer stochastic games, namely the modified game, which is a normal-form game that depends on the discount factor, the initial state, and for every player a partition of the set of states and a…

Probability · Mathematics 2017-03-14 Eilon Solan

This contribution deals with a two-level discrete decision problem, a so-called Stackelberg strategic game: A Subset Sum setting is addressed with a set $N$ of items with given integer weights. One distinguished player, the leader, may…

Discrete Mathematics · Computer Science 2018-01-12 Ulrich Pferschy , Gaia Nicosia , Andrea Pacifici

We consider ride-sharing networks served by human-driven vehicles (HVs) and autonomous vehicles (AVs). We propose a model for ride-sharing in this mixed autonomy setting for a multi-location network in which a ride-sharing platform sets…

Systems and Control · Electrical Eng. & Systems 2020-02-06 Qinshuang Wei , Ramtin Pedarsani , Samuel Coogan

We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a population of small players playing in a Nash Mean Field Game…

Optimization and Control · Mathematics 2023-11-28 Philippe Bergault , Pierre Cardaliaguet , Catherine Rainer

The long-run average payoff per transition (mean payoff) is the main tool for specifying the performance and dependability properties of discrete systems. The problem of constructing a controller (strategy) simultaneously optimizing several…

Artificial Intelligence · Computer Science 2024-12-19 David Klaška , Antonín Kučera , Vojtěch Kůr , Vít Musil , Vojtěch Řehák

This study presents optimization problems to jointly determine long-term network design, mid-term fleet sizing strategy, and short-term routing and ridesharing matching in shared autonomous vehicle (SAV) systems with pre-booked and…

Optimization and Control · Mathematics 2024-09-19 Riki Kawase

Autonomous racing has gained significant attention as a platform for high-speed decision-making and motion control. While existing methods primarily focus on trajectory planning and overtaking strategies, the role of sportsmanship in…

Artificial Intelligence · Computer Science 2025-03-13 Zhenmin Huang , Ce Hao , Wei Zhan , Jun Ma , Masayoshi Tomizuka

Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…

Computer Science and Game Theory · Computer Science 2021-09-20 Tobias Winkler , Maximilian Weininger

Modern Graphics Processing Unit (GPU)-backed services must satisfy strict latency service-level objectives (SLOs) while controlling spare-capacity cost. In multi-tenant GPU cloud platforms, this trade-off is inherently dynamic because…

Computer Science and Game Theory · Computer Science 2026-04-21 Junji Yan , Asrin Efe Yorulmaz , Hanchen Zhou , Tamer Başar

From a perspective of designing or engineering for opinion formation games in social networks, the "opinion maximization (or minimization)" problem has been studied mainly for designing subset selecting algorithms. We define a two-player…

Computer Science and Game Theory · Computer Science 2022-12-20 Po-An Chen , Chi-Jen Lu , Chuang-Chieh Lin , Ke-Wei Fu

Supported by the technical development of electric battery and charging facilities, plug-in electric vehicle (PEV) has the potential to be mobile energy storage (MES) for energy delivery from resourceful charging stations (RCSs) to…

Systems and Control · Electrical Eng. & Systems 2019-10-29 Nan Chen , Mushu Li , Miao Wang , Jinghuan Ma , Xuemin , Shen

Motivated by the increasing attention to overall social benefits in networked multi-agent systems, this paper investigates an optimization problem building on noncooperative games under high-level regulation, which can be formulated in a…

Optimization and Control · Mathematics 2025-12-02 Kaixin Du , Min Meng , Xiaoming Hu

We explore a class of stochastic multiplayer games where each player in the game aims to optimize its objective under uncertainty and adheres to some expectation constraints. The study employs an offline learning paradigm, leveraging a…

Optimization and Control · Mathematics 2025-09-09 Yuanhanqing Huang , Jianghai Hu

We consider autonomous racing of two cars and present an approach to formulate racing decisions as a non-cooperative non-zero-sum game. We design three different games where the players aim to fulfill static track constraints as well as…

Optimization and Control · Mathematics 2019-01-11 Alexander Liniger , John Lygeros

Mobile autonomous system (MAS) becomes pervasive especially in the vehicular and robotic networks. Multiple heterogeneous MAS networks can be integrated together as a multi-layer MAS network to offer holistic services. The network…

Systems and Control · Electrical Eng. & Systems 2019-12-10 Juntao Chen , Quanyan Zhu