Mitigating uncertainty in Stackelberg games

We present robust Stackelberg games with two types of players: leaders who have side information and can identify the actions of other players, and followers who do not have such information. In such games, a leader chooses its actions based on its side information, and a follower chooses its actions myopically based on its observations. However, in many cases, neither leaders nor followers can obtain accurate measurements, and there is a need to study the effect of uncertainty on the players' actions. In this paper, we introduce two types of robust equilibria for single-leader single-follower Stackelberg games, compare the performance of the robust game with that of the game that has exact side information, and validate our theoretical results by way of numerical calculations for the power control game in interference channels.