Silun Zhang

Georgios Vasileiou, Lantian Zhang, Silun Zhang

Incentive design studies how a central authority can influence strategic agents through payments, subsidies, or taxes, so that individual objectives align with collective welfare. This paper introduces a No-Regret Adaptive Incentive Design (RAID) framework for nonlinear games with continuous action spaces and private agent costs. In this framework, the authority (planner) designs incentives that regulate the Nash equilibrium toward a socially optimal action profile, while simultaneously learning agents' unknown preferences from repeated strategic responses. We formulate the RAID problem and construct a least-squares estimator whose strong consistency requires only diminishing excitation. Leveraging this weak excitation requirement, we propose a switching incentive policy that alternates between probing (exploration) and estimate-based (exploitation) incentives. The resulting policy achieves an $O(t^{-0.5})$ parameter estimation rate and accumulates $O(t^{0.5}\log t)$ squared social-cost regret, almost surely. We further extend the framework to an endogenous-noise response model, where standard least-squares estimation is biased due to an error-in-variables correlation between the noise and agent responses. We utilize a repeated-sampling estimator and corresponding switching policy that retain the same almost-sure convergence and regret rates. Numerical experiments validate the effectiveness and predicted convergence rates of the method.

Georgios Vasileiou, Lantian Zhang, Silun Zhang

Incentive design problems consider a system planner who steers self-interested agents toward a socially optimal Nash equilibrium by issuing incentives in the presence of information asymmetry, that is, uncertainty about the agents' cost functions. A common approach formulates the problem as a Mathematical Program with Equilibrium Constraints (MPEC) and optimizes incentives using hypergradients-the total derivatives of the planner's objective with respect to incentives. However, computing or approximating the hypergradients typically requires full or partial knowledge of equilibrium sensitivities to incentives, which is generally unavailable under information asymmetry. In this paper, we propose a hypergradient-free incentive law, called the social-gradient flow, for incentive design when the planner's social cost depends on the agents' joint actions. We prove that the social cost gradient is always a descent direction for the planner's objective, irrespective of the agent cost landscape. In the idealized setting where equilibrium responses are observable, the social-gradient flow converges to the unique socially optimal incentive. When equilibria are not directly observable, the social-gradient flow emerges as the slow-timescale limit of a two-timescale interaction, in which agents' strategies evolve on a faster timescale. It is established that the joint strategy-incentive dynamics converge to the social optimum for any agent learning rule that asymptotically tracks the equilibrium. Theoretical results are also validated via numerical experiments.

Lantian Zhang, Bo Wahlberg, Silun Zhang

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of applications, including recurrent neural networks, social dynamics, and signal processing. Despite their importance, adaptive control for these systems remains relatively unexplored in the literature. This gap is primarily due to the inherently nonconvex dependence of the system dynamics on unknown parameters, which significantly complicates both controller design and analysis. To address these challenges, we propose an online nonlinear weighted least-squares (WLS)-based parameter estimation algorithm and establish the global strong consistency of the resulting parameter estimates. In contrast to most existing results, our consistency analysis does not rely on restrictive assumptions such as persistent excitation conditions of the trajectory data, making it applicable to stochastic adaptive control settings. Building on the proposed estimator, we further develop an adaptive control algorithm with an attenuating excitation signal that can effectively combine adaptive estimation and feedback control. Finally, we are able to show that the resulting closed-loop system is globally stable and that the system trajectory can track, in a long-run average sense, the reference trajectory generated with the true system parameters. The proposed methods and theoretical results are finally validated through simulations in two nonlinear interaction network applications.

Georgios Vasileiou, Lantian Zhang, Silun Zhang

Incentive design constitutes a foundational paradigm for influencing the behavior of strategic agents, wherein a system planner (principal) publicly commits to an incentive mechanism designed to align individual objectives with collective social welfare. This paper introduces the Regret-Minimizing Adaptive Incentive Design (RAID) problem, which aims to synthesize incentive laws under information asymmetry and achieve asymptotically minimal regret compared to an oracle with full information. To this end, we develop the RAID algorithm, which employs a switching policy alternating between probing (exploration) and estimate-based incentivization (exploitation). The associated type estimator relies only on a weaker excitation condition required for strong consistency in least squares estimation, substantially relaxing the persistence-of-excitation assumptions previously used in adaptive incentive design. In addition, we establish the strong consistency of the proposed type estimator and prove that the incentive obtained asymptotically minimizes the planner's average regret almost surely. Numerical experiments illustrate the convergence rate of the proposed methodology.

Silun Zhang, Thomas Ohlson Timoudas, Munther Dahleh

This paper proposes a privacy-preserving algorithm to solve the average consensus problem based on Shamir's secret sharing scheme, in which a network of agents reach an agreement on their states without exposing their individual state until an agreement is reached. Unlike other methods, the proposed algorithm renders the network resistant to the collusion of any given number of neighbors (even with all neighbors' colluding). Another virtue of this work is that such a method can protect the network consensus procedure from eavesdropping.