{"type":"ScholarlyArticle","title":"Differential Privacy for Stackelberg Games","authors":[{"name":"Ferdinando Fioretto","slug":"ferdinando-fioretto","given":"Ferdinando","family":"Fioretto","affiliation":"Syracuse University"},{"name":"Lesia Mitridati","slug":"lesia-mitridati","given":"Lesia","family":"Mitridati","affiliation":"Georgia Institute of Technology"},{"name":"Pascal Van Hentenryck","slug":"pascal-van-hentenryck","given":"Pascal","family":"Van Hentenryck","affiliation":"Georgia Institute of Technology"}],"abstract":"This paper introduces a differentially private (DP) mechanism to protect the information exchanged during the coordination of sequential and interdependent markets. This coordination represents a classic Stackelberg game and relies on the exchange of sensitive information between the system agents. The paper is motivated by the observation that the perturbation introduced by traditional DP mechanisms fundamentally changes the underlying optimization problem and even leads to unsatisfiable instances. To remedy such limitation, the paper introduces the Privacy-Preserving Stackelberg Mechanism (PPSM), a framework that enforces the notions of feasibility and fidelity (i.e. near-optimality) of the privacy-preserving information to the original problem objective. PPSM complies with the notion of differential privacy and ensures that the outcomes of the privacy-preserving coordination mechanism are close-to-optimality for each agent. Experimental results on several gas and electricity market benchmarks based on a real case study demonstrate the effectiveness of the proposed approach. A full version of this paper [Fioretto et al., 2020b] contains complete proofs and additional discussion on the motivating application.","doi":"10.24963/ijcai.2020/481","url":"https://ijcai.org/proceedings/2020/481","pdf":"https://ijcai.org/proceedings/2020/0481.pdf","markdown":"https://ijcai.org/proceedings/2020/481.md","bibtex":"https://ijcai.org/proceedings/2020/bibtex/481","volume":{"slug":"2020","title":"Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence","short_title":"IJCAI 2020","url":"https://ijcai.org/proceedings/2020/","year":2020,"location":"Yokohama","dates":"January 2021 (postponed from 11-17 July 2020)","editors":"Christian Bessiere","isbn":"978-0-9992411-6-5","publisher":"International Joint Conferences on Artificial Intelligence Organization","doi_prefix":"10.24963/ijcai.2020"},"section":"Multidisciplinary Topics and Applications","track":"Main track","number":481,"pages":{"first":3480,"last":3486},"keywords":["Agent-based and Multi-agent Systems: Noncooperative Games","Multidisciplinary Topics and Applications: Security and Privacy","Constraints and SAT: Constraint Optimization"],"videos":[{"label":"Video","url":"https://videos.ijcai20.org/24574/file_24574.m3u8","length_sec":253,"provider":"hls"}],"references":[{"position":1,"raw":"[Allen et al., 2008] Eric H Allen, Jeffrey H Lang, and Mar- ija D Ilic. A combined equivalenced-electric, economic, and market representation of the northeastern power coor- dinating council us electric power system. IEEE Transac- tions on Power Systems, 23(3):896-907, 2008.","title":"A combined equivalenced-electric, economic, and market representation of the northeastern power coordinating council us electric power system","authors":"Jeffrey H Eric H Allen, Marija D Lang, Ilic","year":"2008","venue":"IEEE Transactions on Power Systems","doi":null,"url":null,"internal_url":null},{"position":2,"raw":"[Baringo and Conejo, 2013] Luis Baringo and Antonio J Conejo. Strategic offering for a wind power producer. IEEE Transactions on Power Systems, 28(4):4645-4654, 2013.","title":"Strategic offering for a wind power producer","authors":"Luis Baringo, Antonio J Conejo","year":"2013","venue":"IEEE Transactions on Power Systems","doi":null,"url":null,"internal_url":null},{"position":3,"raw":"[Byeon and Van Hentenryck, 2019] Geunyeong Byeon and Pascal Van Hentenryck. Unit commitment with gas net- work awareness. arXiv preprint arXiv:1902.03236, 2019.","title":"Unit commitment with gas network awareness","authors":"Van Byeon, Geunyeong Hentenryck, Pascal Byeon, Van Hentenryck","year":"2019","venue":null,"doi":null,"url":null,"internal_url":null},{"position":4,"raw":"[Chatzikokolakis et al., 2013] Konstantinos Chatzikoko- lakis, Miguel E Andrés, Nicolás Emilio Bordenabe, and Catuscia Palamidessi. Broadening the scope of differential privacy using metrics. In International Symposium on Privacy Enhancing Technologies Symposium, pages 82-102. Springer, 2013.","title":"Broadening the scope of differential privacy using metrics","authors":"Konstantinos Chatzikokolakis, Miguel E Andrés, Nicolás Emilio Bordenabe, Catuscia Palamidessi","year":"2013","venue":"International Symposium on Privacy Enhancing Technologies Symposium","doi":null,"url":null,"internal_url":null},{"position":5,"raw":"[Dwork and Roth, 2013] Cynthia Dwork and Aaron Roth. The algorithmic foundations of differential privacy. Theo- retical Computer Science, 9(3-4):211-407, 2013.","title":"The algorithmic foundations of differential privacy","authors":"Roth ; Dwork, Cynthia Dwork, Aaron Roth","year":"2013","venue":"Theoretical Computer Science","doi":null,"url":null,"internal_url":null},{"position":6,"raw":"[Dwork et al., 2006] Cynthia Dwork, Frank McSherry, Kobbi Nissim, and Adam Smith. Calibrating noise to sensitivity in private data analysis. In Theory of Cryptog- raphy Conference (TCC), volume 3876, pages 265-284. Springer, 2006.","title":"Calibrating noise to sensitivity in private data analysis","authors":"Cynthia Dwork, Frank Mcsherry, Kobbi Nissim, Adam Smith","year":"2006","venue":"Theory of Cryptography Conference (TCC)","doi":null,"url":null,"internal_url":null},{"position":7,"raw":"[Fioretto and Van Hentenryck, 2018] Ferdinando Fioretto and Pascal Van Hentenryck. Constrained-based differen- tial privacy: Releasing optimal power flow benchmarks privately. In Proceedings of Integration of Constraint Programming, Artificial Intelligence, and Operations Research (CPAIOR), pages 215-231, 2018.","title":"Constrained-based differential privacy: Releasing optimal power flow benchmarks privately","authors":"Van Fioretto, Ferdinando Hentenryck, Pascal Fioretto, Van Hentenryck","year":"2018","venue":"Proceedings of Integration of Constraint Programming, Artificial Intelligence, and Operations Research (CPAIOR)","doi":null,"url":null,"internal_url":null},{"position":8,"raw":"[Fioretto et al., 2019] Ferdinando Fioretto, Terrence W. K. Mak, and Pascal Van Hentenryck. Privacy-preserving ob- fuscation of critical infrastructure networks. pages 1086- 1092, 2019.","title":"Privacy-preserving obfuscation of critical infrastructure networks","authors":"Ferdinando Fioretto, Terrence W K Mak, Pascal Van Hentenryck","year":"2019","venue":null,"doi":null,"url":null,"internal_url":"/proceedings/2019/152"},{"position":9,"raw":"[Fioretto et al., 2020a] F. Fioretto, T.W.K. Mak, and P. Van Hentenryck. Differential privacy for power grid obfusca- tion. IEEE Transactions on Smart Grid, 11(2):1356-1366, 2020.","title":"Differential privacy for power grid obfuscation","authors":"Fioretto","year":"2020","venue":"IEEE Transactions on Smart Grid","doi":null,"url":null,"internal_url":null},{"position":10,"raw":"[Fioretto et al., 2020b] Ferdinando Fioretto, Lesia Mitridati, and Pascal Van Hentenryck. Differential privacy for stack- elberg games, 2020.","title":"Differential privacy for stackelberg games","authors":"Fioretto","year":"2020","venue":null,"doi":null,"url":null,"internal_url":null},{"position":11,"raw":"[Gabriel et al., 2012] Steven A Gabriel, Antonio J Conejo, J David Fuller, Benjamin F Hobbs, and Carlos Ruiz. Com- plementarity modeling in energy markets, volume 180. Springer Science & Business Media, 2012.","title":"Complementarity modeling in energy markets","authors":"A Steven, Antonio J Gabriel, David Conejo, Benjamin F Fuller, Carlos Hobbs, Ruiz","year":"2012","venue":null,"doi":null,"url":null,"internal_url":null},{"position":12,"raw":"[Ghosh and Roth, 2010] Arpita Ghosh and Aaron Roth. Sell- ing privacy at auction, 2010.","title":"Selling privacy at auction","authors":"Arpita Ghosh, Aaron Roth","year":"2010","venue":null,"doi":null,"url":null,"internal_url":null},{"position":13,"raw":"[Hay et al., 2016] Michael Hay, Ashwin Machanavajjhala, Gerome Miklau, Yan Chen, and Dan Zhang. Principled evaluation of differentially private algorithms using dp- bench. In Proceedings of the 2016 International Con- ference on Management of Data, pages 139-154. ACM, 2016.","title":"Principled evaluation of differentially private algorithms using dpbench","authors":"Michael Hay, Ashwin Machanavajjhala, Gerome Miklau, Yan Chen, Dan Zhang","year":"2016","venue":"Proceedings of the 2016 International Con-ference on Management of Data","doi":null,"url":null,"internal_url":null},{"position":14,"raw":"[Koufogiannis et al., 2015] Fragkiskos Koufogiannis, Shuo Han, and George J Pappas. Optimality of the laplace mechanism in differential privacy. arXiv preprint arXiv:1504.00065, 2015.","title":"Fragkiskos Koufogiannis","authors":"Koufogiannis","year":"2015","venue":"Optimality of the laplace mechanism in differential privacy","doi":null,"url":null,"internal_url":null},{"position":15,"raw":"[Li et al., 2010] Chao Li, Michael Hay, Vibhor Rastogi, Gerome Miklau, and Andrew McGregor. Optimizing linear counting queries under differential privacy. In Proceedings of the twenty-ninth ACM SIGMOD-SIGACT- SIGART symposium on Principles of database systems, pages 123-134. ACM, 2010.","title":"Optimizing linear counting queries under differential privacy","authors":"Chao Li, Michael Hay, Vibhor Rastogi, Gerome Miklau, Andrew Mcgregor","year":"2010","venue":"Proceedings of the twenty-ninth ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems","doi":null,"url":null,"internal_url":null},{"position":16,"raw":"[Maharjan et al., 2013] Sabita Maharjan, Quanyan Zhu, Yan Zhang, Stein Gjessing, and Tamer Basar. Dependable de- mand response management in the smart grid: A stackel- berg game approach. IEEE Transactions on Smart Grid, 4(1):120-132, 2013.","title":"Dependable demand response management in the smart grid: A stackelberg game approach","authors":"Quanyan Sabita Maharjan, Yan Zhu, Stein Zhang, Tamer Gjessing, Basar","year":"2013","venue":"IEEE Transactions on Smart Grid","doi":null,"url":null,"internal_url":null},{"position":17,"raw":"[Mak et al., 2020] Terrence WK Mak, Ferdinando Fioretto, Lyndon Shi, and Pascal Van Hentenryck. Privacy- preserving power system obfuscation: A bilevel optimiza- tion approach. IEEE Transactions on Power Systems, 35(2):1627-1637, 2020.","title":"Privacypreserving power system obfuscation: A bilevel optimization approach","authors":"Terrence Wk Mak, Ferdinando Fioretto, Lyndon Shi, Pascal Van Hentenryck","year":"2020","venue":"IEEE Transactions on Power Systems","doi":null,"url":null,"internal_url":null},{"position":18,"raw":"[Niu et al., 2018] Chaoyue Niu, Zhenzhe Zheng, Fan Wu, Shaojie Tang, Xiaofeng Gao, and Guihai Chen. Unlock- ing the value of privacy: Trading aggregate statistics over private correlated data. In Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discov- ery &#38; Data Mining, KDD '18, pages 2031-2040, New York, NY, USA, 2018. ACM.","title":"Unlocking the value of privacy: Trading aggregate statistics over private correlated data","authors":"Niu","year":"2018","venue":"Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery &#38; Data Mining, KDD '18","doi":null,"url":null,"internal_url":null},{"position":19,"raw":"[Ordoudis, 2018] Christos Ordoudis. Market-based ap- proaches for the coordinated operation of electricity and natural gas systems. 2018.","title":"Market-based approaches for the coordinated operation of electricity and natural gas systems","authors":"Christos Ordoudis","year":"2018","venue":null,"doi":null,"url":null,"internal_url":null},{"position":20,"raw":"[Qardaji et al., 2014] Wahbeh Qardaji, Weining Yang, and Ninghui Li. Priview: practical differentially private release of marginal contingency tables. In Proceedings of the 2014 ACM SIGMOD international conference on Management of data, pages 1435-1446. ACM, 2014.","title":"Priview: practical differentially private release of marginal contingency tables","authors":"Qardaji","year":"2014","venue":"Proceedings of the 2014 ACM SIGMOD international conference on Management of data","doi":null,"url":null,"internal_url":null},{"position":21,"raw":"[Simaan and Cruz, 1973] Marwaan Simaan and Jose B Cruz. On the stackelberg strategy in nonzero-sum games. Jour- nal of Optimization Theory and Applications, 11(5):533- 555, 1973.","title":"On the stackelberg strategy in nonzero-sum games","authors":"Marwaan Simaan, Jose B Cruz","year":"1973","venue":"Journal of Optimization Theory and Applications","doi":null,"url":null,"internal_url":null},{"position":22,"raw":"[Xiao et al., 2010] Yonghui Xiao, Li Xiong, and Chun Yuan. Differentially private data release through multidimen- sional partitioning. In Workshop on Secure Data Manage- ment, pages 150-168. Springer, 2010.","title":"Differentially private data release through multidimensional partitioning","authors":"Yonghui Xiao, Li Xiong, Chun Yuan","year":"2010","venue":"Workshop on Secure Data Management","doi":null,"url":null,"internal_url":null},{"position":23,"raw":"[Zugno et al., 2013] Marco Zugno, Juan M Morales, Pierre Pinson, and Henrik Madsen. Pool strategy of a price- maker wind power producer. IEEE Transactions on Power Systems, 28(3):3440-3450, 2013.","title":"Pool strategy of a pricemaker wind power producer","authors":"Marco Zugno, Juan M Morales, Pierre Pinson, Henrik Madsen","year":"2013","venue":"IEEE Transactions on Power Systems","doi":null,"url":null,"internal_url":null}],"license_note":"Copyright International Joint Conferences on Artificial Intelligence."}