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This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic…

Optimization and Control · Mathematics 2022-05-25 Zeeshan Akhtar , Ketan Rajawat

This paper is concerned with a linear-quadratic (LQ) Stackelberg mean field games of backward-forward stochastic systems, involving a backward leader and a substantial number of forward followers. The leader initiates by providing its…

Optimization and Control · Mathematics 2024-06-28 Wenyu Cong , Jingtao Shi

In this article, we establish precise convergence rates of a general class of $N$-Player Stackelberg games to their mean field limits, which allows the response time delay of information, empirical distribution based interactions, and the…

Optimization and Control · Mathematics 2025-10-06 Alain Bensoussan , Ziyu Huang , Sheng Wang , Sheung Chi Phillip Yam

In this work, we propose the first fully first-order method to compute an epsilon stationary Stackelberg equilibrium with convergence guarantees. To achieve this, we first reframe the leader follower interaction as single level constrained…

Optimization and Control · Mathematics 2025-09-11 April Niu , Kai Wang , Juba Ziani

This paper investigates distributed zeroth-order feedback optimization in multi-agent systems with coupled constraints, where each agent operates its local action vector and observes only zeroth-order information to minimize a global cost…

Optimization and Control · Mathematics 2024-10-17 Yingpeng Duan , Yujie Tang

This paper addresses a linear-quadratic Stackelberg mean field (MF) games and teams problem with arbitrary population sizes, where the game among the followers is further categorized into two types: non-cooperative and cooperative, and the…

Optimization and Control · Mathematics 2024-12-24 Wenyu Cong , Jingtao Shi , Bingchang Wang

Markov decision process (MDP) congestion game is an extension of classic congestion games, where a continuous population of selfish agents solves Markov decision processes with congestion: the payoff of a strategy decreases as more…

Computer Science and Game Theory · Computer Science 2021-12-14 Sarah H. Q. Li , Yue Yu , Daniel Calderone , Lillian Ratliff , Behcet Acikmese

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

Network congestion games are a convenient model for reasoning about routing problems in a network: agents have to move from a source to a target vertex while avoiding congestion, measured as a cost depending on the number of players using…

Computer Science and Game Theory · Computer Science 2022-07-05 Aline Goeminne , Nicolas Markey , Ocan Sankur

We initiate the study of structured Stackelberg games, a novel form of strategic interaction between a leader and a follower where contextual information can be predictive of the follower's (unknown) type. Motivated by applications such as…

Computer Science and Game Theory · Computer Science 2026-05-18 Maria-Florina Balcan , Kiriaki Fragkia , Keegan Harris

As predictive models are deployed into the real world, they must increasingly contend with strategic behavior. A growing body of work on strategic classification treats this problem as a Stackelberg game: the decision-maker "leads" in the…

Machine Learning · Computer Science 2022-02-01 Tijana Zrnic , Eric Mazumdar , S. Shankar Sastry , Michael I. Jordan

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson

The inefficiency of the Wardrop equilibrium of nonatomic routing games can be eliminated by placing tolls on the edges of a network so that the socially optimal flow is induced as an equilibrium flow. A solution where the minimum number of…

Computer Science and Game Theory · Computer Science 2015-09-29 Soumya Basu , Thanasis Lianeas , Evdokia Nikolova

Equilibrium modeling is common in a variety of fields such as game theory and transportation science. The inputs for these models, however, are often difficult to estimate, while their outputs, i.e., the equilibria they are meant to…

Optimization and Control · Mathematics 2014-05-20 Dimitris Bertsimas , Vishal Gupta , Ioannis Ch. Paschalidis

No-regret learning has a long history of being closely connected to game theory. Recent works have devised uncoupled no-regret learning dynamics that, when adopted by all the players in normal-form games, converge to various equilibrium…

Computer Science and Game Theory · Computer Science 2024-04-24 Weichao Mao , Haoran Qiu , Chen Wang , Hubertus Franke , Zbigniew Kalbarczyk , Tamer Başar

We consider the multi-agent spatial navigation problem of computing the socially optimal order of play, i.e., the sequence in which the agents commit to their decisions, and its associated equilibrium in an N-player Stackelberg trajectory…

Robotics · Computer Science 2024-06-26 Haimin Hu , Gabriele Dragotto , Zixu Zhang , Kaiqu Liang , Bartolomeo Stellato , Jaime F. Fisac

In Stackelberg v/s Stackelberg games a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium problems are plagued by the nonuniqueness of…

Optimization and Control · Mathematics 2016-11-18 Ankur A. Kulkarni , Uday V. Shanbhag

This paper studies issues that arise with respect to the joint optimization for convergence time in federated learning over wireless networks (FLOWN). We consider the criterion and protocol for selection of participating devices in FLOWN…

Machine Learning · Computer Science 2024-06-18 Kaidi Wang , Yi Ma , Mahdi Boloursaz Mashhadi , Chuan Heng Foh , Rahim Tafazolli , Zhi Ding

A central question in routing games has been to establish conditions for the uniqueness of the equilibrium, either in terms of network topology or in terms of costs. This question is well understood in two classes of routing games. The…

Computer Science and Game Theory · Computer Science 2016-01-01 Eitan Altman , Corinne Touati

Hierarchical decision making problems, such as bilevel programs and Stackelberg games, are attracting increasing interest in both the engineering and machine learning communities. Yet, existing solution methods lack either convergence…

Optimization and Control · Mathematics 2024-03-29 Panagiotis D. Grontas , Giuseppe Belgioioso , Carlo Cenedese , Marta Fochesato , John Lygeros , Florian Dörfler