相关论文: Multiscale Control of Stackelberg Games

This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the leader and follower face different and unknown disturbances.…

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…

This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional in finite horizon. The coefficients in the state equation and…

This paper is concerned with a linear-quadratic (LQ) leader-follower differential game with mixed deterministic and stochastic controls. In the game, the follower is a random controller which means that the follower can choose adapted…

This paper is concerned with a Stackelberg stochastic differential game with asymmetric noisy observation, with one follower and one leader. In our model, the follower cannot observe the state process directly, but could observe a noisy…

A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

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…

We study incentive designs for a class of stochastic Stackelberg games with one leader and a large number of (finite as well as infinite population of) followers. We investigate whether the leader can craft a strategy under a dynamic…

In this paper, we first address a linear quadratic mean-field game problem with a leader-follower structure. By adopting a Riccati-type approach, we show how one can obtain a state-feedback representation of the pairs of strategies which…

Stackelberg games originate where there are market leaders and followers, and the actions of leaders influence the behavior of the followers. Mathematical modelling of such games results in what's called a Bilevel Optimization problem.…

This paper studies a nonlinear open-loop mean field Stackelberg stochastic differential game by using the probabilistic method through the FBSDE system and the idea of taking control as the fixed point. We successively construct the…

In this technical note, we consider the linear-quadratic time-inconsistent mean-field type leader-follower Stackelberg differential game with an adapted open-loop information structure. The objective functionals of the leader and the…

This paper investigates a robust incentive Stackelberg stochastic differential game problem for a linear-quadratic mean field system, where the model uncertainty appears in the drift term of the leader's state equation. Moreover, both the…

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…

We discuss and compare two methods of investigations for the asymptotic regime of stochastic differential games with a finite number of players as the number of players tends to the infinity. These two methods differ in the order in which…

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…

This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…

A two-player finite horizon linear-quadratic Stackelberg differential game is considered. The feature of this game is that the control cost of a follower in the cost functionals of both players is small, which means that the game under…

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…