Quality of Non-Convergent Best Response Processes in Multi-Agent Systems through Sink Equilibrium

TL;DR

This paper investigates sink equilibrium in multi-agent systems, providing approximation guarantees based on agent decision-making misalignment, especially when Nash equilibria are absent or hard to reach.

Contribution

It introduces a new metric of misalignment and offers theoretical bounds on sink equilibrium quality in multi-agent decision processes.

Findings

Sink equilibrium often serve as realistic attractors in multi-agent systems.

The paper establishes an approximation guarantee related to agent misalignment.

Results are demonstrated on practical multi-agent problem settings.

Abstract

Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model agents as players in a game, and predict the emergent behavior through the relevant Nash equilibrium. The virtue from this viewpoint is that by assuming that self-interested decision-making processes lead to Nash equilibrium, system behavior can then be captured by Nash equilibrium without studying the decision-making processes explicitly. This approach has seen success in a wide variety of domains, such as sensor coverage, traffic networks, auctions, and network coordination. However, in many other problem settings, Nash equilibrium are not necessarily guaranteed to exist or emerge from self-interested processes. Thus the main focus of the paper is on the study of sink equilibrium, which are defined as the attractors of these decision-making processes. By classifying system outcomes through a global objective function, we can analyze the resulting approximation guarantees that sink equilibrium have for a given game. Our main result is an approximation guarantee on the sink equilibrium through defining an introduced metric of misalignment, which captures how uniform agents are in their self-interested decision making. Overall, sink equilibrium are naturally occurring in many multi-agent contexts, and we display our results on their quality with respect to two practical problem settings.