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We introduce and study the online Bayesian recommendation problem for a recommender system platform. The platform has the privilege to privately observe a utility-relevant \emph{state} of a product at each round and uses this information to…

Computer Science and Game Theory · Computer Science 2026-03-24 Yiding Feng , Wei Tang , Haifeng Xu

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

We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized tracking problem and…

Optimization and Control · Mathematics 2025-10-08 Ruimeng Hu , Daniel Ralston , Xu Yang , Haosheng Zhou

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

Strategic information disclosure, in its simplest form, considers a game between an information provider (sender) who has access to some private information that an information receiver is interested in. While the receiver takes an action…

Computer Science and Game Theory · Computer Science 2024-03-14 Raj Kiriti Velicheti , Melih Bastopcu , S. Rasoul Etesami , Tamer Başar

Many real-world strategic games involve interactions between multiple players. We study a hierarchical multi-player game structure, where players with asymmetric roles can be separated into leaders and followers, a setting often referred to…

Machine Learning · Computer Science 2022-10-25 Yaolong Yu , Haifeng Xu , Haipeng Chen

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

We consider the problem of learning to play a repeated multi-agent game with an unknown reward function. Single player online learning algorithms attain strong regret bounds when provided with full information feedback, which unfortunately…

Machine Learning · Computer Science 2019-10-29 Pier Giuseppe Sessa , Ilija Bogunovic , Maryam Kamgarpour , Andreas Krause

We study Bayesian learning in episodic, finite-horizon zero-sum Markov games with unknown transition and reward models. We investigate a posterior algorithm in which each player maintains a Bayesian posterior over the game model,…

Machine Learning · Computer Science 2026-03-24 Chang-Wei Yueh , Andy Zhao , Ashutosh Nayyar , Rahul Jain

The behavior of no-regret learning algorithms is well understood in two-player min-max (i.e, zero-sum) games. In this paper, we investigate the behavior of no-regret learning in min-max games with dependent strategy sets, where the strategy…

Computer Science and Game Theory · Computer Science 2022-04-15 Denizalp Goktas , Jiayi Zhao , Amy Greenwald

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

Machine Learning · Computer Science 2025-02-18 Junpei Komiyama , Nishant A. Mehta , Ali Mortazavi

We study a two-player Stackelberg game with incomplete information such that the follower's strategy belongs to a known family of parameterized functions with an unknown parameter vector. We design an adaptive learning approach to…

Computer Science and Game Theory · Computer Science 2021-01-12 Guosong Yang , Radha Poovendran , João P. Hespanha

We study an online learning problem in general-sum Stackelberg games, where players act in a decentralized and strategic manner. We study two settings depending on the type of information for the follower: (1) the limited information…

Machine Learning · Computer Science 2025-05-06 Yaolong Yu , Haipeng Chen

We address the question of repeatedly learning linear classifiers against agents who are strategically trying to game the deployed classifiers, and we use the Stackelberg regret to measure the performance of our algorithms. First, we show…

Computer Science and Game Theory · Computer Science 2020-11-17 Yiling Chen , Yang Liu , Chara Podimata

Stackelberg games have been widely used to model interactive decision-making problems in a variety of domains such as energy systems, transportation, cybersecurity, and human-robot interaction. However, existing algorithms for solving…

Optimization and Control · Mathematics 2023-03-14 Yansong Li , Shuo Han

Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers who take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender…

Computer Science and Game Theory · Computer Science 2023-03-03 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Nicola Gatti , Francesco Trovò

Bayesian persuasion studies how an informed sender should partially disclose information to influence the behavior of a self-interested receiver. Classical models make the stringent assumption that the sender knows the receiver's utility.…

Computer Science and Game Theory · Computer Science 2021-06-14 Matteo Castiglioni , Alberto Marchesi , Andrea Celli , Nicola Gatti

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…

Computer Science and Game Theory · Computer Science 2025-05-29 Nika Haghtalab , Thodoris Lykouris , Sloan Nietert , Alexander Wei

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 study a repeated game between a supplier and a retailer who want to maximize their respective profits without full knowledge of the problem parameters. After characterizing the uniqueness of the Stackelberg equilibrium of the stage game…

Computer Science and Game Theory · Computer Science 2022-07-12 Nicolò Cesa-Bianchi , Tommaso Cesari , Takayuki Osogami , Marco Scarsini , Segev Wasserkrug