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math.OC2024
Neural Operators Can Play Dynamic Stackelberg Games
Guillermo Alvarez, Ibrahim Ekren, Anastasis Kratsios +1
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…
math.OC2024
Sequential optimal contracting in continuous time
Guillermo Alonso Alvarez, Erhan Bayraktar, Ibrahim Ekren +1
In this paper we study a principal-agent problem in continuous time with multiple lump-sum payments (contracts) paid at different deterministic times. We reduce the non-zero sum St…