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This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…

Optimization and Control · Mathematics 2021-05-25 Yueyang Zheng , Jingtao Shi

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

In this paper, we investigate a new model of a linear-quadratic mean-field stochastic Stackelberg differential game with one leader and two followers, in which the leader is allowed to stop her strategy at a random time. Our overarching…

Optimization and Control · Mathematics 2021-06-08 Zhun Gou , Nan-jing Huang , Ming-hui Wang

In this paper, we consider a discrete-time Stackelberg mean field game with a finite number of leaders, a finite number of major followers and an infinite number of minor followers. The leaders and the followers each observe types privately…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Deepanshu Vasal

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 propose a two-layer, semi-decentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically, we focus on a single-leader, multiple-follower problem,…

Optimization and Control · Mathematics 2022-02-17 Filippo Fabiani , Mohammad Amin Tajeddini , Hamed Kebriaei , Sergio Grammatico

We introduce a reinforcement learning framework for economic design where the interaction between the environment designer and the participants is modeled as a Stackelberg game. In this game, the designer (leader) sets up the rules of the…

Computer Science and Game Theory · Computer Science 2024-07-22 Gianluca Brero , Alon Eden , Darshan Chakrabarti , Matthias Gerstgrasser , Amy Greenwald , Vincent Li , David C. Parkes

Strategic interaction in congested systems is commonly modelled using Stackelberg games, where competing leaders anticipate the behaviour of self-interested followers. A key limitation of existing models is that they typically ignore agents…

Multiagent Systems · Computer Science 2026-03-06 Niloofar Aminikalibar , Farzaneh Farhadi , Maria Chli

Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…

Optimization and Control · Mathematics 2021-08-04 Mrudula Balachander , Shibashis Guha , Jean-François Raskin

In a Stackelberg congestion game (SCG), a leader aims to maximize their own gain by anticipating and manipulating the equilibrium state at which the followers settle by playing a congestion game. Often formulated as bilevel programs,…

Computer Science and Game Theory · Computer Science 2024-05-15 Jiayang Li , Jing Yu , Qianni Wang , Boyi Liu , Zhaoran Wang , Yu Marco Nie

This paper focuses on the performance of equalizer zero-determinant (ZD) strategies in discounted repeated Stackerberg asymmetric games. In the leader-follower adversarial scenario, the strong Stackelberg equilibrium (SSE) deriving from the…

Computer Science and Game Theory · Computer Science 2024-02-28 Zhaoyang Cheng , Guanpu Chen , Yiguang Hong

We consider a class of continuous-time dynamic games involving a large number of players. Each player selects actions from a finite set and evolves through a finite set of states. State transitions occur stochastically and depend on the…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

While Nash equilibrium in extensive-form games is well understood, very little is known about the properties of extensive-form correlated equilibrium (EFCE), both from a behavioral and from a computational point of view. In this setting,…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Chun Kai Ling , Fei Fang , Tuomas Sandholm

In this study, we explore the application of game theory, in particular Stackelberg games, to address the issue of effective coordination strategy generation for heterogeneous robots with one-way communication. To that end, focusing on the…

Robotics · Computer Science 2023-08-01 Yuhan Zhao , Baichuan Huang , Jingjin Yu , Quanyan Zhu

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

We consider the problem of efficiently learning to play single-leader multi-follower Stackelberg games when the leader lacks knowledge of the lower-level game. Such games arise in hierarchical decision-making problems involving…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Anna Maddux , Marko Maljkovic , Nikolas Geroliminis , Maryam Kamgarpour

In order to better understand the impact of environmental stochastic fluctuations on the evolution of animal behavior, we introduce the concept of a stochastic Nash equilibrium (SNE) that extends the classical concept of a Nash equilibrium…

Populations and Evolution · Quantitative Biology 2023-10-26 Cong Li , Tianjiao Feng , Xiudeng Zheng , Sabin Lessard , Yi Tao

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

The multilevel reverse Stackelberg game is considered. In this game, the leader controls the outcome by announcing a strategy as a function of decision variables of the followers to his/her own decision space. Corresponding to the leader's…

Optimization and Control · Mathematics 2023-03-01 Seyfe Belete Worku , Birilew Belayneh Tsegaw , Semu Mitiku Kassa

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
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