Provides the first finite-time convergence guarantees for Q-value iteration in general-sum Stackelberg Markov games.
Finding a multiple follower stackelberg equilibrium: A fully first-order method
3 Pith papers cite this work. Polarity classification is still indexing.
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2026 3representative citing papers
The paper proves existence of a Stackelberg equilibrium and sufficient conditions for uniqueness of the follower variational equilibrium in a shared-infrastructure pricing game with risk-averse, congestion-coupled firms, and gives a polynomial-time approximation plus a probability-of-profit lower bo
Sufficient local conditions are derived for continuity of decision-dependent VaR and C1 differentiability of CVaR, plus an explicit gradient formula.
citing papers explorer
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Finite-Time Analysis of Q-Value Iteration for General-Sum Stackelberg Games
Provides the first finite-time convergence guarantees for Q-value iteration in general-sum Stackelberg Markov games.
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Shared Infrastructure Investment and Pricing: Stackelberg Equilibria in Risk-Aware Take-or-Pay Contracts
The paper proves existence of a Stackelberg equilibrium and sufficient conditions for uniqueness of the follower variational equilibrium in a shared-infrastructure pricing game with risk-averse, congestion-coupled firms, and gives a polynomial-time approximation plus a probability-of-profit lower bo
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Continuity of VaR and Continuous Differentiability of CVaR under Decision-Dependent Losses
Sufficient local conditions are derived for continuity of decision-dependent VaR and C1 differentiability of CVaR, plus an explicit gradient formula.