Deep Incentive Design with Differentiable Equilibrium Blocks

Abstract

Automated design of multi-agent interactions with desirable equilibrium outcomes is inherently difficult due to the computational hardness, non-uniqueness, and instability of the resulting equilibria. In this work, we propose the use of game-agnostic _differentiable equilibrium blocks_ (DEBs) as modules in a novel, differentiable framework to address a wide variety of incentive design problems from economics and computer science. We call this framework _deep incentive design_ (DID). To validate our approach, we examine three diverse, challenging incentive design tasks: contract design, machine scheduling, and inverse equilibrium problems. For each task, we train a single neural network using a unified pipeline and DEB. This architecture solves the _full distribution_ of problem instances, parameterized by a context, handling _all_ games across a wide range of scales (from two to sixteen actions per player).