Utility Design for Distributed Resource Allocation -- Part I: Characterizing and Optimizing the Exact Price of Anarchy

Game theory has emerged as a fruitful paradigm for the design of networked multiagent systems. A fundamental component of this approach is the design of agents' utility functions so that their self-interested maximization results in a desirable collective behavior. In this work we focus on a well-studied class of distributed resource allocation problems where each agent is requested to select a subset of resources with the goal of optimizing a given system-level objective. Our core contribution is the development of a novel framework to tightly characterize the worst case performance of any resulting Nash equilibrium (price of anarchy) as a function of the chosen agents' utility functions. Leveraging this result, we identify how to design such utilities so as to optimize the price of anarchy through a tractable linear program. This provides us with a priori performance certificates applicable to any existing learning algorithm capable of driving the system to an equilibrium. Part II of this work specializes these results to submodular and supermodular objectives, discusses the complexity of computing Nash equilibria, and provides multiple illustrations of the theoretical findings.Comment: 15 pages, 5 figure

A risk-security tradeoff in graphical coordination games

A system relying on the collective behavior of decision-makers can be vulnerable to a variety of adversarial attacks. How well can a system operator protect performance in the face of these risks? We frame this question in the context of graphical coordination games, where the agents in a network choose among two conventions and derive benefits from coordinating neighbors, and system performance is measured in terms of the agents' welfare. In this paper, we assess an operator's ability to mitigate two types of adversarial attacks - 1) broad attacks, where the adversary incentivizes all agents in the network and 2) focused attacks, where the adversary can force a selected subset of the agents to commit to a prescribed convention. As a mitigation strategy, the system operator can implement a class of distributed algorithms that govern the agents' decision-making process. Our main contribution characterizes the operator's fundamental trade-off between security against worst-case broad attacks and vulnerability from focused attacks. We show that this tradeoff significantly improves when the operator selects a decision-making process at random. Our work highlights the design challenges a system operator faces in maintaining resilience of networked distributed systems.Comment: 13 pages, double column, 4 figures. Submitted for journal publicatio

Cooperative Control and Potential Games

We present a view of cooperative control using the language of learning in games. We review the game-theoretic concepts of potential and weakly acyclic games, and demonstrate how several cooperative control problems, such as consensus and dynamic sensor coverage, can be formulated in these settings. Motivated by this connection, we build upon game-theoretic concepts to better accommodate a broader class of cooperative control problems. In particular, we extend existing learning algorithms to accommodate restricted action sets caused by the limitations of agent capabilities and group based decision making. Furthermore, we also introduce a new class of games called sometimes weakly acyclic games for time-varying objective functions and action sets, and provide distributed algorithms for convergence to an equilibrium

Characterizing the interplay between information and strength in Blotto games

In this paper, we investigate informational asymmetries in the Colonel Blotto game, a game-theoretic model of competitive resource allocation between two players over a set of battlefields. The battlefield valuations are subject to randomness. One of the two players knows the valuations with certainty. The other knows only a distribution on the battlefield realizations. However, the informed player has fewer resources to allocate. We characterize unique equilibrium payoffs in a two battlefield setup of the Colonel Blotto game. We then focus on a three battlefield setup in the General Lotto game, a popular variant of the Colonel Blotto game. We characterize the unique equilibrium payoffs and mixed equilibrium strategies. We quantify the value of information - the difference in equilibrium payoff between the asymmetric information game and complete information game. We find information strictly improves the informed player's performance guarantee. However, the magnitude of improvement varies with the informed player's strength as well as the game parameters. Our analysis highlights the interplay between strength and information in adversarial environments.Comment: 8 pages, 2 figures. Accepted for presentation at 58th Conference on Decision and Control (CDC), 201

Designing games to handle coupled constraints

The central goal in multiagent systems is to design local control laws for the individual agents to ensure that the emergent global behavior is desirable with respect to a given system level objective. In many systems, such as cooperative robotics or distributed power control, the design of these local control algorithms is further complicated by additional coupled constraints on the agents' actions. There are several approaches in the existing literature for designing such algorithms stemming from classical optimization theory; however, many of these approaches are not suitable for implementation in multiagent systems. This paper seeks to address the design of such algorithms using the field of game theory. Among other things, this design choice requires defining a local utility function for each decision maker in the system. This paper seeks to address the degree to which utility design can be effective for dealing with these coupled constraints. In particular, is it possible to design local agent utility functions such that all pure Nash equilibrium of the unconstrained game (i) optimize the given system level objective and (ii) satisfy the given coupled constraint. This design would greatly simplify the distributed control algorithms by eliminating the need to explicitly consider the constraints. Unfortunately, we illustrate that designing utility functions within the standard game theoretic framework is not suitable for this design objective. However, we demonstrate that by adding an additional state variable in the game environment, i.e., moving towards state based games, we can satisfy these performance criteria by utility design. We focus on the problem of consensus control to illustrate these results