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In a hierarchical Stackelberg v/s Stackelberg game, a collection of players called leaders play a Nash game constrained by the equilibrium conditions of a distinct Nash game played amongst another set of players, called followers. Generically, follower equilibria are non-unique as a function of leader strategies and the decision problems of leaders are highly nonconvex and lacking in standard regularity...
We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agent-specific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification is manifested in a parametric sense and may be resolved through solving a distinct stochastic convex learning problem. Our interest lies in the development of...
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