提出可扩展的激励设计算法,让大规模系统达成理想博弈均衡。
Scalable Neural Incentive Design with Parameterized Mean-Field Approximation
- 用参数化平均场博弈建模,将复杂多智能体问题简化为无限群体近似。
- 证明误差随1/√N衰减,在拍卖等非连续场景也成立,理论保障强。
- 首次实现高效梯度计算,适合大规模拍卖、市场设计等实际应用。
在多智能体系统中设计激励以诱导理想的纳什均衡,是决策领域中的关键挑战,尤其在智能体数量 $N$ 很大时。基于交换性假设,我们将激励设计(ID)问题形式化为参数化平均场博弈(PMFG),通过无限群体极限降低复杂度。我们首先证明,当动态和收益满足Lipschitz条件时,有限 $N$ 的激励设计目标与 PMFG 的近似误差为 $ heta(rac{1}{ar{ ext{N}}})$。此外,即使在动态不连续的序列拍卖情形下,通过针对性分析,我们仍证明了相同的 $ heta(rac{1}{ar{ ext{N}}})$ 收敛速率。基于此新近似结果,我们提出伴随平均场激励设计(AMID)算法,利用迭代均衡算子的显式微分高效计算梯度。结合近似界与优化保证,AMID 成为适用于大规模(大 $N$)激励设计的强大可扩展工具。在多种拍卖设置中,该方法显著提升收入,优于第一价格机制及现有基准方法。
原文摘要 · Abstract (English)
Designing incentives for a multi-agent system to induce a desirable Nash equilibrium is both a crucial and challenging problem appearing in many decision-making domains, especially for a large number of agents $N$. Under the exchangeability assumption, we formalize this incentive design (ID) problem as a parameterized mean-field game (PMFG), aiming to reduce complexity via an infinite-population limit. We first show that when dynamics and rewards are Lipschitz, the finite-$N$ ID objective is approximated by the PMFG at rate $\mathscr{O}(\frac{1}{\sqrt{N}})$. Moreover, beyond the Lipschitz-continuous setting, we prove the same $\mathscr{O}(\frac{1}{\sqrt{N}})$ decay for the important special case of sequential auctions, despite discontinuities in dynamics, through a tailored auction-specific analysis. Built on our novel approximation results, we further introduce our Adjoint Mean-Field Incentive Design (AMID) algorithm, which uses explicit differentiation of iterated equilibrium operators to compute gradients efficiently. By uniting approximation bounds with optimization guarantees, AMID delivers a powerful, scalable algorithmic tool for many-agent (large $N$) ID. Across diverse auction settings, the proposed AMID method substantially increases revenue over first-price formats and outperforms existing benchmark methods.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。