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Automated Design of Affine Maximizer Mechanisms in Dynamic Settings

AAAI 2024 · Multi-agent systems and games › Games and equilibria · approach: Learning with strategic agents · 3 citations (OpenAlex)

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Extends affine maximizer mechanisms to MDPs with untruthful reward reports and optimizes weights and boosts via bilevel optimization (grid search, zeroth-order, and regularized-LP gradients), beating dynamic VCG on auctions, task scheduling, and gridworld.

Problem

Designing strategyproof dynamic mechanisms on MDPs that optimize goals beyond welfare (e.g., revenue, makespan) without restrictive assumptions on agent valuations.

Approach

Define dynamic affine maximizer mechanisms on MDPs (weights plus state-action boosts over affinely transformed welfare) that are strategyproof by construction, and search their parameters via a bilevel formulation solved with grid search, zeroth-order gradient estimates, or gradients through an entropy-regularized LP; proves revenue is differentiable almost everywhere in expectation.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Optimize affine-maximizer weights and boosts instead of using VCGSequential sales, symmetric types (n=3, m=2) · Sequential sales, symmetric types (n=3, m=2)revenue: 0.4999 -> 0.6777Helped
Optimize affine-maximizer weights and boosts instead of using VCGSequential sales, asymmetric types (n=3, m=2) · Sequential sales, asymmetric types (n=3, m=2)revenue: 0.2348 -> 0.4123Helped
Optimize affine-maximizer parameters instead of using VCGTask scheduling, symmetric types (n=2, m=4) · Task scheduling, symmetric types (n=2, m=4)makespan: 1.0336 -> 0.9132Helped
Optimize affine-maximizer parameters instead of using VCGTask scheduling, asymmetric types (n=2, m=4) · Task scheduling, asymmetric types (n=2, m=4)makespan: 1.8312 -> 1.5978Helped
Optimize affine-maximizer parameters instead of using VCGGridworld (n=2, m=3) · Gridworld (n=2, m=3)revenue: 0.7547 -> 1.5464Helped
Use zeroth-order optimization rather than random grid searchSequential sales, symmetric types (n=3, m=2) · Sequential sales, symmetric types (n=3, m=2)revenue: 0.6079 -> 0.6777Helped
Use regularized LP optimization rather than random grid searchTask scheduling, symmetric types (n=2, m=4) · Task scheduling, symmetric types (n=2, m=4)makespan: 1.0326 -> 0.9288Helped
Use zeroth-order optimization rather than regularized LP optimizationSequential sales, symmetric types (n=2, m=2) · Sequential sales, symmetric types (n=2, m=2)revenue: 0.4893 -> 0.4939Helped
Use regularized LP optimization rather than zeroth-order optimizationSequential sales, symmetric types (n=3, m=3) · Sequential sales, symmetric types (n=3, m=3)revenue: 0.6446 -> 0.7240Helped
Use zeroth-order optimization rather than regularized LP optimizationGridworld (n=2, m=3) · Gridworld (n=2, m=3)revenue: 1.5464 -> 1.3486Hurt

Surprising findings

Limitations

Experimental setup

Datasets: synthetic type profiles sampled from uniform distributions

Benchmarks: sequential sales auctions dynamic truthful task scheduling gridworld multi-task navigation

Metrics: expected revenue makespan

Baselines: VCG random grid search

Builds on: Affine maximizer mechanisms (static AMAs) Automated mechanism design Dynamic VCG mechanism Entropy-regularized LP for MDPs

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