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We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with target constraints. More precisely, we consider a…

最优化与控制 · 数学 2026-05-14 Camilo Hernández , Nicolás Hernández Santibáñez , Emma Hubert , Dylan Possamaï

The current surge in supply chain finance has significantly alleviated the "capital challenges" faced by domestic related enterprises, enabling enterprises upstream and subsequent stages of the industrial chain to achieve effective…

社会与信息网络 · 计算机科学 2025-11-11 Linwei Wu

This paper considers dynamic (multi-stage) signaling games involving an encoder and a decoder who have subjective models on the cost functions. We consider both Nash (simultaneous-move) and Stackelberg (leader-follower) equilibria of…

最优化与控制 · 数学 2020-03-11 Serkan Sarıtaş , Serdar Yüksel , Sinan Gezici

The rapid adoption of electric vehicles (EVs) introduces complex spatiotemporal demand management challenges for charging station operators (CSOs), exacerbated by demand imbalances, behavioral heterogeneity, and system uncertainty.…

计算机科学与博弈论 · 计算机科学 2026-01-21 Yongqi Zhang , Dong Ngoduy , Li Duan , Mingchang Zhu , Zhuo Chen

Wholesale price contracts are known to be associated with double marginalization effects, which prevents supply chains from achieving their true market share. In a dynamic setting under information asymmetry, these inefficiencies manifest…

最优化与控制 · 数学 2025-05-13 Madhu Dhiman , Atul Maurya , Veeraruna Kavitha , Priyank Sinha

This study investigates the dynamic game behaviors of dual-channel supply chains involving an oligopoly manufacturer selling low-carbon products to online and offline retailers. The price game models under government subsidy are discussed…

数值分析 · 数学 2023-03-28 Yi Tian , Li Zhao , Meihong Zhu

We present a resource-planning game for cyber-security of networked control systems (NCS). The NCS is assumed to be operating in closed-loop using a linear state-feedback $\mathcal{H}_2$ controller. A zero-sum, two-player Stackelberg game…

最优化与控制 · 数学 2022-08-26 Pratishtha Shukla , Lu An , Aranya Chakrabortty , Alexandra Duel-Hallen

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…

最优化与控制 · 数学 2023-03-01 Seyfe Belete Worku , Birilew Belayneh Tsegaw , Semu Mitiku Kassa

This paper investigates the convergence of learning dynamics in Stackelberg games. In the class of games we consider, there is a hierarchical game being played between a leader and a follower with continuous action spaces. We establish a…

计算机科学与博弈论 · 计算机科学 2024-12-07 Tanner Fiez , Benjamin Chasnov , Lillian J. Ratliff

In order to balance the interests of integrated energy operator (IEO) and users, a novel Stackelberg game-based optimization framework is proposed for the optimal scheduling of integrated demand response (IDR)-enabled integrated energy…

信号处理 · 电气工程与系统科学 2021-03-16 Yang Li , Chunling Wang , Guoqing Li , Chen Chen

This paper analyzes a class of Stackelberg games where different actors compete for shared resources and a central authority tries to balance the demand through a pricing mechanism. Situations like this can for instance occur when fleet…

系统与控制 · 电气工程与系统科学 2023-04-25 Marko Maljkovic , Gustav Nilsson , Nikolas Geroliminis

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…

机器学习 · 计算机科学 2021-09-28 Liyuan Zheng , Tanner Fiez , Zane Alumbaugh , Benjamin Chasnov , Lillian J. Ratliff

Stackelberg games are a classic example of bilevel optimization problems, which are often encountered in game theory and economics. These are complex problems with a hierarchical structure, where one optimization task is nested within the…

计算机科学与博弈论 · 计算机科学 2013-07-25 Ankur Sinha , Pekka Malo , Anton Frantsev , Kalyanmoy Deb

The $1-N$ generalized Stackelberg game (single-leader multi-follower game) is intricately intertwined with the interaction between a leader and followers (hierarchical interaction) and the interaction among followers (simultaneous…

计算机科学与博弈论 · 计算机科学 2023-06-12 Jaeyeon Jo , Jihwan Yu , Jinkyoo Park

A Stackelberg duopoly model in which two firms compete to maximize their market share is considered. The firms offer a service/product to customers that are spread over several geographical regions (e.g., countries, provinces, or states).…

计算机科学与博弈论 · 计算机科学 2023-07-06 Olivier Lindamulage De Silva , Vineeth Satheeskumar Varma , Ming Cao , Irinel-Constantin Morarescu , Samson Lasaulce

This paper is concerned with a three-level multi-leader-follower incentive Stackelberg game with $H_\infty$ constraint. Based on $H_2/H_\infty$ control theory, we firstly obtain the worst-case disturbance and the team-optimal strategy by…

最优化与控制 · 数学 2024-12-13 Na Xiang , Jingtao Shi

Remote estimation is a crucial element of real time monitoring of a stochastic process. While most of the existing works have concentrated on obtaining optimal sampling strategies, motivated by malicious attacks on cyber-physical systems,…

信息论 · 计算机科学 2024-12-03 Atahan Dokme , Raj Kiriti Velicheti , Melih Bastopcu , Tamer Başar

The problem of integrating renewables and storage into a distribution network is considered under two integration models: (i) a centralized model involving a retail utility that owns the integration as part of its portfolio of energy…

最优化与控制 · 数学 2016-01-12 Liyan Jia , Lang Tong

Within the realm of dynamic of \emph{smart buildings} and \emph{smart cities}, dynamic response management is playing an ever-increasing role thus attracting the attention of scientists from different disciplines. Dynamic demand response…

最优化与控制 · 数学 2014-10-28 Dario Bauso

This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into the diffusion term of state equation. A verification theorem…

最优化与控制 · 数学 2022-11-28 Qi Huang , Jingtao Shi