PLAYING IN THE DARK: ON SOLVING SINGLE/MULTISTAGE BAYESIAN STACKELBERG
GAMES WITH UNKNOWN PLAYER PREFERENCES

JANUSZ MARECKI (IBM Research)

Recent years have seen a rise in interest in applying game-theoretic
methods to real-world domains, such as public surveillance and
infrastructure security, wherein one player (the leader) chooses a
strategy to commit to and waits for the other player (the follower) to
respond. In arriving at optimal leader strategies in these domains, of
critical importance is the leader's ability to act, often over prolonged
periods of time, despite its limited knowledge of the preferences of the
follower. In this talk, I will first present a suite of efficient
algorithms for solving single-stage Bayesian Stackelberg Games with
distributional uncertainty over follower payoffs. I will then describe an
efficient sampling-based algorithm for solving multistage Bayesian
Stackelberg Games where follower payoffs can initially be unknown.
Finally, I will discuss an extension of the multistage algorithm that
equips the leader with the ability to hide its own preferences and
deliberately deceive the adversary.

BIO

Janusz Marecki is a research staff member in the cognitive computing
division of IBM T.J. Watson Research. Janusz obtained his Ph.D. in
artificial intelligence from the University of Southern California and
Dr.Sc. in mathematical modeling from State Scientific and Research
Institute of Information Infrastructure in Ukraine. Prior to joining IBM
Research, Janusz was a research assistant at the European Laboratory for
Nuclear Research, a research associate at the Ukrainian Academy of
Sciences, and a lecturer at the Academy of Computer Sciences in Poland. 
His research interests are in stochastic optimization, decision and game
theory, as well as cortical computing for developing high-performance
cognitive computing systems of the future. An author of over 90 refereed
publications and 7 patents, Janusz is a recipient of a commendation from
the Los Angeles Airport Police, a commendation from the Department of
Homeland Security, and an Invention Award from the IBM CEO.