Neural Operators Can Play Dynamic Stackelberg Games
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Abstract (arXiv)
Dynamic Stackelberg games are a broad class of two-player games in which the leader acts first, and the follower chooses a response strategy to the leader's strategy. Unfortunately, only stylized Stackelberg games are explicitly solvable since the follower's best-response operator (as a function of the control of the leader) is typically analytically intractable. This paper addresses this issue by showing that the textitfollower's best-response operator can be approximately implemented by an textitattention-based neural operator, uniformly on compact subsets of adapted open-loop controls for the leader. We further show that the value of the Stackelberg game where the follower uses the approximate best-response operator approximates the value of the original Stackelberg game. Our main result is obtained using our universal approximation theorem for attention-based neural operators between spaces of square-integrable adapted stochastic processes, as well as stability results for a general class of Stackelberg games.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 38 of its 94 references that are in the map. First posted on arXiv 14 Nov 2024.
Builds on
38 of 94 references.
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Built on by
Citing papers per year: 2025: 4; 2026: 1.
5 papers.
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