Strategic Inference in Stackelberg Games: Optimal Control for Revealing Adversary Intent

Fuente: arXiv
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Autori principali: Hu, Ruimeng, Ralston, Daniel, Yang, Xu, Zhou, Haosheng
Natura: Preprint
Pubblicazione: 2025
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author Hu, Ruimeng
Ralston, Daniel
Yang, Xu
Zhou, Haosheng
author_facet Hu, Ruimeng
Ralston, Daniel
Yang, Xu
Zhou, Haosheng
contents We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized tracking problem and responds to the leader's trajectory with a randomized policy. Anticipating this response, the leader designs informative controls to maximize the estimation efficiency for the follower's latent intent, through maximum likelihood estimation. Unlike prior work on discrete-time or finite-candidate inverse learning, our framework enables continuous parameter inference without prior assumptions and endogenizes the information source through the follower's strategic feedback. We derive semi-explicit solutions, prove well-posedness, and develop recurrent neural network algorithms to approximate the leader's path-dependent control. Numerical experiments demonstrate how the leader balances task performance and information gain, highlighting the practical value of our approach for adversarial strategic inference.
format Preprint
id arxiv_https___arxiv_org_abs_2510_05641
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Strategic Inference in Stackelberg Games: Optimal Control for Revealing Adversary Intent
Hu, Ruimeng
Ralston, Daniel
Yang, Xu
Zhou, Haosheng
Optimization and Control
We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized tracking problem and responds to the leader's trajectory with a randomized policy. Anticipating this response, the leader designs informative controls to maximize the estimation efficiency for the follower's latent intent, through maximum likelihood estimation. Unlike prior work on discrete-time or finite-candidate inverse learning, our framework enables continuous parameter inference without prior assumptions and endogenizes the information source through the follower's strategic feedback. We derive semi-explicit solutions, prove well-posedness, and develop recurrent neural network algorithms to approximate the leader's path-dependent control. Numerical experiments demonstrate how the leader balances task performance and information gain, highlighting the practical value of our approach for adversarial strategic inference.
title Strategic Inference in Stackelberg Games: Optimal Control for Revealing Adversary Intent
topic Optimization and Control
url https://arxiv.org/abs/2510.05641