The Stackelberg equilibrium solution concept describes optimal strategies to commit to: Player 1 (termed the leader) publicly commits to a strategy and Player 2 (termed the follower) plays a best response to this strategy (ties are broken in favor of the leader). We study Stackelberg equilibria in finite sequential games (or extensive-form games) and provide new exact algorithms, approximate algorithms, and hardness results for several classes of these sequential games.
There is a rich body of literature studying the problem of computing Stackelberg equilibria. The computational complexity of the problem is known for one-shot games @cite_4 , Bayesian games @cite_4 , and selected subclasses of extensive-form games @cite_15 and infinite stochastic games @cite_12 @cite_22 @cite_7 . Similarly, many practical algorithms are also known and typically based on solving multiple linear programs @cite_4 , or mixed-integer linear programs for Bayesian @cite_17 and extensive-form games @cite_11 .
@cite_11 @cite_4 @cite_22 @cite_7 @cite_15 @cite_12 @cite_17
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How do we build multiagent algorithms for agent interactions with human adversaries? Stackelberg games are natural models for many important applications that involve human interaction, such as oligopolistic markets and security domains. In Stackelberg games, one player, the leader, commits to a strategy and the follower makes their decision with knowledge of the leader's commitment. Existing algorithms for Stackelberg games efficiently find optimal solutions (leader strategy), but they critically assume that the follower plays optimally. Unfortunately, in real-world applications, agents face human followers (adversaries) who --- because of their bounded rationality and limited observation of the leader strategy --- may deviate from their expected optimal response. Not taking into account these likely deviations when dealing with human adversaries can cause an unacceptable degradation in the leader's reward, particularly in security applications where these algorithms have seen real-world deployment. To address this crucial problem, this paper introduces three new mixed-integer linear programs (MILPs) for Stackelberg games to consider human adversaries, incorporating: (i) novel anchoring theories on human perception of probability distributions and (ii) robustness approaches for MILPs to address human imprecision. Since these new approaches consider human adversaries, traditional proofs of correctness or optimality are insufficient; instead, it is necessary to rely on empirical validation. To that end, this paper considers two settings based on real deployed security systems, and compares 6 different approaches (three new with three previous approaches), in 4 different observability conditions, involving 98 human subjects playing 1360 games in total. The final conclusion was that a model which incorporates both the ideas of robustness and anchoring achieves statistically significant better rewards and also maintains equivalent or faster solution speeds compared to existing approaches. Significant progress has been made recently in the following two lines of research in the intersection of AI and game theory: (1) the computation of optimal strategies to commit to (Stackelberg strategies), and (2) the computation of correlated equilibria of stochastic games. In this paper, we unite these two lines of research by studying the computation of Stackelberg strategies in stochastic games. We provide theoretical results on the value of being able to commit and the value of being able to correlate, as well as complexity results about computing Stackelberg strategies in stochastic games. We then modify the QPACE algorithm ( 2011) to compute Stackelberg strategies, and provide experimental results. Algorithms for solving Stackelberg games are used in an ever-growing variety of real-world domains. Previous work has extended this framework to allow the leader to commit not only to a distribution over actions, but also to a scheme for stochastically signaling information about these actions to the follower. This can result in higher utility for the leader. In this paper, we extend this methodology to Bayesian games, in which either the leader or the follower has payoff-relevant private information or both. This leads to novel variants of the model, for example by imposing an incentive compatibility constraint for each type to listen to the signal intended for it. We show that, in contrast to previous hardness results for the case without signaling, we can solve unrestricted games in time polynomial in their natural representation. For security games, we obtain hardness results as well as efficient algorithms, depending on the settings. We show the benefits of our approach in experimental evaluations of our algorithms. In a class of games known as Stackelberg games, one agent (the leader) must commit to a strategy that can be observed by the other agent (the follower or adversary) before the adversary chooses its own strategy. We consider Bayesian Stackelberg games, in which the leader is uncertain about the types of adversary it may face. Such games are important in security domains, where, for example, a security agent (leader) must commit to a strategy of patrolling certain areas, and a robber (follower) has a chance to observe this strategy over time before choosing its own strategy of where to attack. This paper presents an efficient exact algorithm for finding the optimal strategy for the leader to commit to in these games. This algorithm, DOBSS, is based on a novel and compact mixed-integer linear programming formulation. Compared to the most efficient algorithm known previously for this problem, DOBSS is not only faster, but also leads to higher quality solutions, and does not suffer from problems of infeasibility that were faced by this previous algorithm. Note that DOBSS is at the heart of the ARMOR system that is currently being tested for security scheduling at the Los Angeles International Airport.