On the Equilibrium Elicitation of Markov Games Through Information Design

Tao Zhang; Quanyan Zhu

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arXiv · 2102.07152

On the Equilibrium Elicitation of Markov Games Through Information Design

Tao Zhang·Quanyan Zhu

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Abstract

This work considers a novel information design problem and studies how the craft of payoff-relevant environmental signals solely can influence the behaviors of intelligent agents. The agents' strategic interactions are captured by an incomplete-information Markov game, in which each agent first selects one environmental signal from multiple signal sources as additional payoff-relevant information and then takes an action. There is a rational information designer (designer) who possesses one signal source and aims to control the equilibrium behaviors of the agents by designing the information structure of her signals sent to the agents. An obedient principle is established which states that it is without loss of generality to focus on the direct information design when the information design incentivizes each agent to select the signal sent by the designer, such that the design process avoids the predictions of the agents' strategic selection behaviors. We then introduce the design protocol given a goal of the designer referred to as obedient implementability (OIL) and characterize the OIL in a class of obedient perfect Bayesian Markov Nash equilibria (O-PBME). A new framework for information design is proposed based on an approach of maximizing the optimal slack variables. Finally, we formulate the designer's goal selection problem and characterize it in terms of information design by establishing a relationship between the O-PBME and the Bayesian Markov correlated equilibria, in which we build upon the revelation principle in classic information design in economics. The proposed approach can be applied to elicit desired behaviors of multi-agent systems in competing as well as cooperating settings and be extended to heterogeneous stochastic games in the complete- and the incomplete-information environments.

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Tao Zhang, Quanyan Zhu. 2021-02-14. On the Equilibrium Elicitation of Markov Games Through Information Design. https://arxiv.org/abs/2102.07152

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