Dmitry Ivanov

Tonghan Wang, Paul Dütting, Dmitry Ivanov et al. · harvard, tsinghua

Contract design involves a principal who establishes contractual agreements about payments for outcomes that arise from the actions of an agent. In this paper, we initiate the study of deep learning for the automated design of optimal contracts. We introduce a novel representation: the Discontinuous ReLU (DeLU) network, which models the principal's utility as a discontinuous piecewise affine function of the design of a contract where each piece corresponds to the agent taking a particular action. DeLU networks implicitly learn closed-form expressions for the incentive compatibility constraints of the agent and the utility maximization objective of the principal, and support parallel inference on each piece through linear programming or interior-point methods that solve for optimal contracts. We provide empirical results that demonstrate success in approximating the principal's utility function with a small number of training samples and scaling to find approximately optimal contracts on problems with a large number of actions and outcomes.

Dmitry Ivanov, Vladimir Egorov, Aleksei Shpilman

Recent reinforcement learning studies extensively explore the interplay between cooperative and competitive behaviour in mixed environments. Unlike cooperative environments where agents strive towards a common goal, mixed environments are notorious for the conflicts of selfish and social interests. As a consequence, purely rational agents often struggle to achieve and maintain cooperation. A prevalent approach to induce cooperative behaviour is to assign additional rewards based on other agents' well-being. However, this approach suffers from the issue of multi-agent credit assignment, which can hinder performance. This issue is efficiently alleviated in cooperative setting with such state-of-the-art algorithms as QMIX and COMA. Still, when applied to mixed environments, these algorithms may result in unfair allocation of rewards. We propose BAROCCO, an extension of these algorithms capable to balance individual and social incentives. The mechanism behind BAROCCO is to train two distinct but interwoven components that jointly affect each agent's decisions. Our meta-algorithm is compatible with both Q-learning and Actor-Critic frameworks. We experimentally confirm the advantages over the existing methods and explore the behavioural aspects of BAROCCO in two mixed multi-agent setups.