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Journal Articles IEEE Transactions on Automatic Control Year : 2023

Stationary Strong Stackelberg Equilibrium in Discounted Stochastic Games

Abstract

In this work we study Stackelberg equilibria for discounted stochastic games. We consider two solution concepts for these games: Stationary Strong Stackelberg Equlibrium (SSSE) and Fixed Point Equilibrium (FPE) solutions. The SSSE solution is obtained by explicitly solving the Stackelberg equilibrium conditions, while the FPE can be computed efficiently using value or policy iteration algorithms. However, previous work has overlooked the relationship between these two different solution concepts. Here we investigate the conditions for existence and equivalence of these solution concepts. Our theoretical results prove that the FPE and SSSE exist and coincide for important classes of games, including Myopic Follower Strategy and Team games. This however does not hold in general and we provide numerical examples where one of SSSE or FPE does not exist, or when they both exist, they differ. Our computational results compare the solutions obtained by value iteration, policy iteration and a mathematical programming formulations for this problem. Finally, we present a discounted stochastic Stackelberg game for a security application to illustrate the solution concepts and the efficiency of the algorithms studied.
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Dates and versions

hal-03934114 , version 1 (11-01-2023)

Identifiers

Cite

Víctor Bucarey López, Eugenio Della Vecchia, Alain Jean-Marie, Fernando Ordoñez. Stationary Strong Stackelberg Equilibrium in Discounted Stochastic Games. IEEE Transactions on Automatic Control, 2023, 68 (9), pp.5271 - 5286. ⟨10.1109/TAC.2022.3220512⟩. ⟨hal-03934114⟩
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