Inverse Matrix Games with Unique Quantal Response Equilibrium

TL;DR

This paper addresses the inverse problem in multiplayer matrix games with noisy perceptions, proposing conditions for unique quantal response equilibrium and developing algorithms for inferring cost matrices to achieve desired strategic outcomes.

Contribution

It introduces sufficient conditions for the uniqueness of quantal response equilibrium in noisy games and develops optimization algorithms for inverse game problems.

Findings

Conditions for unique quantal response equilibrium established

Efficient algorithms for inferring cost matrices developed

Applications demonstrated in collision avoidance and resource allocation

Abstract

In an inverse game problem, one needs to infer the cost function of the players in a game such that a desired joint strategy is a Nash equilibrium. We study the inverse game problem for a class of multiplayer matrix games, where the cost perceived by each player is corrupted by random noise. We provide sufficient conditions for the players' quantal response equilibrium -- a generalization of the Nash equilibrium to games with perception noise -- to be unique. We develop efficient optimization algorithms for inferring the cost matrix based on semidefinite programs and bilevel optimization. We demonstrate the application of these methods in encouraging collision avoidance and fair resource allocation.