Regret Minimization in Stackelberg Games with Side Information

In its most basic form, a Stackelberg game is a two-player game in which a leader commits to a (mixed) strategy, and a follower best-responds. Stackelberg games are perhaps one of the biggest success stories of algorithmic game theory over the last decade, as algorithms for playing in Stackelberg games have been deployed in many real-world domains including airport security, anti-poaching efforts, and cyber-crime prevention. However, these algorithms often fail to take into consideration the additional information available to each …

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