论文标题
具有大量关注者及其平均景点极限的Stackelberg游戏的激励设计
Incentive Designs for Stackelberg Games with a Large Number of Followers and their Mean-Field Limits
论文作者
论文摘要
我们研究了一类带有领导者和大量(有限和无限人口的追随者)的随机stackelberg游戏的激励设计。我们研究领导者是否可以在动态信息结构下制定策略,从而引起追随者的期望行为。对于有限的人口设置,在领导者的成本和其他充分条件下,我们表明,从领导者的角度来看,从领导者的角度获得了对称的\ emph {激励}策略,并在追随者中获得了近似最佳的表现(纯)NASH。利用功能分析工具,我们进一步表明存在一种对称激励策略,该策略是领导者信息的动态部分中的仿射,其中包括有关追随者所采取的行动的部分信息。我们将追随者人口推向了无限,我们得出了一个有趣的结果,即在这种无限居民中,领导者无法设计平稳的``有限能源''激励策略,即,此类游戏的平均场景限制不是明确定义的。为了解决这个问题,我们介绍了一类带有领导者,主要追随者以及有限或无限次要追随者的随机Stackelberg游戏。对于这类问题,我们建立了激励策略和相应的均值Stackelberg游戏的存在。提供了二次高斯游戏的示例,以说明正面和负面结果。此外,作为我们分析的副产品,我们确定了班级平均赛车场游戏的随机激励策略的存在,这反过来又为相应有限的人口stackelberg游戏的激励策略提供了近似。
We study incentive designs for a class of stochastic Stackelberg games with one leader and a large number of (finite as well as infinite population of) followers. We investigate whether the leader can craft a strategy under a dynamic information structure that induces a desired behavior among the followers. For the finite population setting, under convexity of the leader's cost and other sufficient conditions, we show that there exist symmetric \emph{incentive} strategies for the leader that attain approximately optimal performance from the leader's viewpoint and lead to an approximate symmetric (pure) Nash best response among the followers. Leveraging functional analytic tools, we further show that there exists a symmetric incentive strategy, which is affine in the dynamic part of the leader's information, comprising partial information on the actions taken by the followers. Driving the follower population to infinity, we arrive at the interesting result that in this infinite-population regime the leader cannot design a smooth ``finite-energy'' incentive strategy, namely, a mean-field limit for such games is not well-defined. As a way around this, we introduce a class of stochastic Stackelberg games with a leader, a major follower, and a finite or infinite population of minor followers. For this class of problems, we establish the existence of an incentive strategy and the corresponding mean-field Stackelberg game. Examples of quadratic Gaussian games are provided to illustrate both positive and negative results. In addition, as a byproduct of our analysis, we establish the existence of a randomized incentive strategy for the class mean-field Stackelberg games, which in turn provides an approximation for an incentive strategy of the corresponding finite population Stackelberg game.