Author name cluster

Vinzenz Thoma

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

7 papers

2 author rows

AAAI Conference 2025 Conference Paper

Computing Perfect Bayesian Equilibria in Sequential Auctions with Verification

Vinzenz Thoma
Vitor Bosshard
Sven Seuken

We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on the utility loss of the found strategies. Prior work on equilibrium computation in auctions with verification has focussed on the single-round case, but the methods do not work for sequential auctions because of two main challenges: (1) there are infinitely many subgames, and (2) the setting has no optimal substructure as bidders' beliefs and best response strategies depend on the strategies of previous rounds. We make two contributions. First, we introduce a tailor-made game abstraction that discretizes the auction and augments the state space with the public beliefs, such that an approximate equilibrium can be computed via dynamic programming. Second, we prove a decomposition theorem to upper bound the utility loss of the computed equilibrium. This is essential because it is neither guaranteed that the auction has an equilibrium nor that any algorithm converges to it. We validate our algorithm on multiple settings with known equilibria and apply it to a new multi-round combinatorial auction.

PDF Details DOI

ICLR Conference 2025 Conference Paper

Learning to Steer Markovian Agents under Model Uncertainty

Jiawei Huang
Vinzenz Thoma
Zebang Shen
Heinrich H. Nax
Niao He

Designing incentives for an adapting population is a ubiquitous problem in a wide array of economic applications and beyond. In this work, we study how to design additional rewards to steer multi-agent systems towards desired policies \emph{without} prior knowledge of the agents' underlying learning dynamics. Motivated by the limitation of existing works, we consider a new and general category of learning dynamics called \emph{Markovian agents}. We introduce a model-based non-episodic Reinforcement Learning (RL) formulation for our steering problem. Importantly, we focus on learning a \emph{history-dependent} steering strategy to handle the inherent model uncertainty about the agents' learning dynamics. We introduce a novel objective function to encode the desiderata of achieving a good steering outcome with reasonable cost. Theoretically, we identify conditions for the existence of steering strategies to guide agents to the desired policies. Complementing our theoretical contributions, we provide empirical algorithms to approximately solve our objective, which effectively tackles the challenge in learning history-dependent strategies. We demonstrate the efficacy of our algorithms through empirical evaluations.

Details

NeurIPS Conference 2025 Conference Paper

Scalable Neural Incentive Design with Parameterized Mean-Field Approximation

Nathan Corecco
Batuhan Yardim
Vinzenz Thoma
Zebang Shen
Niao He

Designing incentives for a multi-agent system to induce a desirable Nash equilibrium is both a crucial and challenging problem appearing in many decision-making domains, especially for a large number of agents $N$. Under the exchangeability assumption, we formalize this incentive design (ID) problem as a parameterized mean-field game (PMFG), aiming to reduce complexity via an infinite-population limit. We first show that when dynamics and rewards are Lipschitz, the finite-$N$ ID objective is approximated by the PMFG at rate $\mathcal{O}(\frac{1}{\sqrt{N}})$. Moreover, beyond the Lipschitz-continuous setting, we prove the same $\mathcal{O}(\frac{1}{\sqrt{N}})$ decay for the important special case of sequential auctions, despite discontinuities in dynamics, through a tailored auction-specific analysis. Built on our novel approximation results, we further introduce our Adjoint Mean-Field Incentive Design (AMID) algorithm, which uses explicit differentiation of iterated equilibrium operators to compute gradients efficiently. By uniting approximation bounds with optimization guarantees, AMID delivers a powerful, scalable algorithmic tool for many-agent (large $N$) ID. Across diverse auction settings, the proposed AMID method substantially increases revenue over first-price formats and outperforms existing benchmark methods.

PDF Details

AAAI Conference 2024 Conference Paper

Automated Design of Affine Maximizer Mechanisms in Dynamic Settings

Michael Curry
Vinzenz Thoma
Darshan Chakrabarti
Stephen McAleer
Christian Kroer
Tuomas Sandholm
Niao He
Sven Seuken

Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly untruthful reports of participating agents. Optimizing dynamic mechanisms for welfare is relatively well understood. However, there has been less work on optimizing for other goals (e.g., revenue), and without restrictive assumptions on valuations, it is remarkably challenging to characterize good mechanisms. Instead, we turn to automated mechanism design to find mechanisms with good performance in specific problem instances. We extend the class of affine maximizer mechanisms to MDPs where agents may untruthfully report their rewards. This extension results in a challenging bilevel optimization problem in which the upper problem involves choosing optimal mechanism parameters, and the lower problem involves solving the resulting MDP. Our approach can find truthful dynamic mechanisms that achieve strong performance on goals other than welfare, and can be applied to essentially any problem setting---without restrictions on valuations---for which RL can learn optimal policies.

PDF Details DOI

NeurIPS Conference 2024 Conference Paper

Contextual Bilevel Reinforcement Learning for Incentive Alignment

Vinzenz Thoma
Barna Pasztor
Andreas Krause
Giorgia Ramponi
Yifan Hu

The optimal policy in various real-world strategic decision-making problems depends both on the environmental configuration and exogenous events. For these settings, we introduce Contextual Bilevel Reinforcement Learning (CB-RL), a stochastic bilevel decision-making model, where the lower level consists of solving a contextual Markov Decision Process (CMDP). CB-RL can be viewed as a Stackelberg Game where the leader and a random context beyond the leader’s control together decide the setup of many MDPs that potentially multiple followers best respond to. This framework extends beyond traditional bilevel optimization and finds relevance in diverse fields such as RLHF, tax design, reward shaping, contract theory and mechanism design. We propose a stochastic Hyper Policy Gradient Descent (HPGD) algorithm to solve CB-RL, and demonstrate its convergence. Notably, HPGD uses stochastic hypergradient estimates, based on observations of the followers’ trajectories. Therefore, it allows followers to use any training procedure and the leader to be agnostic of the specific algorithm, which aligns with various real-world scenarios. We further consider the setting when the leader can influence the training of followers and propose an accelerated algorithm. We empirically demonstrate the performance of our algorithm for reward shaping and tax design.

PDF Details DOI

EWRL Workshop 2024 Workshop Paper

Learning to Steer Markovian Agents under Model Uncertainty

Jiawei Huang
Vinzenz Thoma
Zebang Shen
Heinrich H. Nax
Niao He

We study reward design for steering multi-agent systems towards desired equilibria \emph{without} prior knowledge of the agents' underlying policy learning dynamics model. We introduce a model-based non-episodic Reinforcement Learning (RL) formulation for our steering problem. To handle the model uncertainty, we contribute a new optimization objective targeting at learning a \emph{history-dependent} steering strategy, and establish guarantees on its optimal solution. Theoretically, we identify conditions for the existence of steering strategies to guide agents sufficiently close to the desired policies. Complementing our theoretical contributions, we provide empirically tractable algorithms to approximately solve our objective, which effectively tackles the challenge in efficiently learning history-dependent strategies. We demonstrate the efficacy of our algorithms through empirical evaluations.

PDF

EWRL Workshop 2023 Workshop Paper

Automated Design of Affine Maximizer Mechanisms in Dynamic Settings

Michael Curry
Vinzenz Thoma
Darshan Chakrabarti
Stephen Marcus McAleer
Christian Kroer
Tuomas Sandholm
Niao He
Sven Seuken

Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly untruthful reports of participating agents. Optimizing dynamic mechanisms for welfare is relatively well understood. However, there has been less work on optimizing for other goals (e. g. revenue), and without restrictive assumptions on valuations, it is remarkably challenging to characterize good mechanisms. Instead, we turn to automated mechanism design to find mechanisms with good performance in specific problem instances. We extend the class of affine maximizer mechanisms to MDPs where agents may untruthfully report their rewards. This extension results in a challenging bilevel optimization problem in which the upper problem involves choosing optimal mechanism parameters, and the lower problem involves solving the resulting MDP. Our approach can find truthful dynamic mechanisms that achieve strong performance on goals other than welfare, and can be applied to essentially any problem setting---without restrictions on valuations---for which RL can learn optimal policies.

PDF