Revealing Strategic Interactions in Network Games Under Decaying Active Probing

TL;DR

This paper investigates how to recover the underlying interaction structure in network games using active probing, providing conditions for exact recovery and methods to handle noise and perturbations.

Contribution

It introduces a structural recoverability condition, a decaying probing strategy for exact recovery, and a sparse estimator for noisy, perturbed scenarios.

Findings

Structural recoverability condition for interaction matrix identification

Decaying probing signals enable finite-step exact recovery

Reweighted sparse estimator achieves almost-sure consistency

Abstract

Revealing the interaction topology underlying strategic behavior is fundamental to prediction, intervention, and policy design in networked systems. Yet the interaction matrix is often unobservable, and passive observation of repeated actions fails to provide sufficient excitation for reliable recovery. This paper studies topology recovery in repeated linear-quadratic network games under decaying active probing, where probing inputs are injected into a subset of players and the unknown interaction matrix is inferred from the resulting action trajectories. We first characterize a structural recoverability condition that determines when noiseless probing experiments can make the interaction matrix identifiable. We then show that, under suitable stability and controllability assumptions, a concrete decaying probing signal guarantees exact finite-step recovery while preserving convergence of the repeated-play process. To handle decision perturbations, we further develop a reweighted sparse estimator that achieves almost-sure consistency together with finite-time exact support recovery. These results clarify what can be recovered in both noiseless and perturbed settings.