相关论文: Stackelberg Independence
Autonomous agents operating in sequential decision-making tasks under uncertainty can benefit from external action suggestions, which provide valuable guidance but inherently vary in reliability. Existing methods for incorporating such…
This paper studies the economic role of persistent dispersion in allocations across agents. We develop a tractable model in which firms allocate resources under imperfect information and behavioral updating, generating sustained…
We study the problem of determining what data is required to solve a decision-making task when only partial information about the state of the world is available. Focusing on linear programs, we introduce a decision-focused notion of data…
Sustainable innovation requires in-time development, diversification and transformation of business models from one to another. Business model innovation, development and transformation for sustainability incorporates economic,…
Existing methods for differentiable structure learning in discrete data typically assume that the data are generated from specific structural equation models. However, these assumptions may not align with the true data-generating process,…
The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…
Many communication, sensor network, and networked control problems involve agents (decision makers) which have either misaligned objective functions or subjective probabilistic models. In the context of such setups, we consider binary…
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…
A central push in operations models over the last decade has been the incorporation of models of customer choice. Real world implementations of many of these models face the formidable stumbling block of simply identifying the `right' model…
We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…
The performance of an energy system under a real-time pricing mechanism depends on the consumption behavior of its customers, which involves uncertainties. In this paper, we consider a system operator that charges its customers with a…
Independence and conditional independence are fundamental concepts for reasoning about groups of random variables in probabilistic programs. Verification methods for independence are still nascent, and existing methods cannot handle…
The classic newsvendor model yields an optimal decision for a ``newsvendor'' selecting a quantity of inventory, under the assumption that the demand is drawn from a known distribution. Motivated by applications such as cloud provisioning…
Information-theoretic principles for learning and acting have been proposed to solve particular classes of Markov Decision Problems. Mathematically, such approaches are governed by a variational free energy principle and allow solving MDP…
In this paper, a partially observed stochastic linear Stackelberg differential game with mean-variance criteria is studied. Randomness comes from Brownian motions and Poisson random measures. which leads to a circular dependency. We follow…
In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual…
One of the fundamental representation learning tasks is unsupervised sequential disentanglement, where latent codes of inputs are decomposed to a single static factor and a sequence of dynamic factors. To extract this latent information,…
In this paper, we introduce the third party to achieve the Stackelberg equilibrium with the time inconsistency in three different Stackelberg games, which are the discrete-time games, the dynamic games, and the mean field games. Here all…
This paper investigates effects of realistic, non-ideal, decisions of energy users as to whether to participate in an energy trading system proposed for demand-side management of a residential community. The energy trading system adopts a…
We present a graph-theoretic model of consumer choice, where final decisions are shown to be influenced by information and knowledge, in the form of individual awareness, discriminating ability, and perception of market structure. Building…