Learning and Steering in Incomplete-Information Games

Abstract

In many modern multi-agent systems, a mediator seeks to influence strategic decision dynamics using only outcome-level feedback and without knowing agents' utilities. In this work, we study how a mediator can learn an unknown game and steer adaptive agents toward outcomes that maximize her utility using only trajectory feedback. The mediator knows the game form and her own objective, but not the agents' utilities. Moreover, she commits to nonnegative payments and provides recommendations and contexts, but receives only a single realized terminal outcome rather than full-information feedback. We develop halving-type algorithms that learn utility differences in normal-form games and conditional continuation-value differences in extensive-form games, achieving a sample complexity of $\widetilde O(\varepsilon^{-2})$ that matches worst-case lower bounds up to logarithmic factors. We then combine these learning procedures with a Lagrangian formulation in an online Learn-Compute-Steer algorithm that interleaves learning, equilibrium computation, and steering toward mediator-optimal extensive-form correlated equilibria (EFCE). With high probability, the Learn-Compute-Steer algorithm achieves a directness gap and an optimality gap of $\widetilde O(T^{-1/4})$, while time-average payments are of $\widetilde O(T^{-1/8})$.