Algorithms achieve O(T^{1/2}) regret in contextual Stackelberg games via reduction to linear contextual bandits, improving on prior O(T^{2/3}) rates.
Catcher-Evader Games
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abstract
Algorithms for computing game-theoretic solutions have recently been applied to a number of security domains. However, many of the techniques developed for compact representations of security games do not extend to {\em Bayesian} security games, which allow us to model uncertainty about the attacker's type. In this paper, we introduce a general framework of {\em catcher-evader} games that can capture Bayesian security games as well as other game families of interest. We show that computing Stackelberg strategies is NP-hard, but give an algorithm for computing a Nash equilibrium that performs well in experiments. We also prove that the Nash equilibria of these games satisfy the {\em interchangeability} property, so that equilibrium selection is not an issue.
fields
cs.LG 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
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Nearly-Optimal Bandit Learning in Stackelberg Games with Side Information
Algorithms achieve O(T^{1/2}) regret in contextual Stackelberg games via reduction to linear contextual bandits, improving on prior O(T^{2/3}) rates.