Active Inference through Incentive Design in Markov Decision Processes

Fuente: arXiv
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Main Authors: Wei, Xinyi, Shi, Chongyang, Han, Shuo, Hemida, Ahmed H., Kamhoua, Charles A., Fu, Jie
Format: Preprint
Published: 2025
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author Wei, Xinyi
Shi, Chongyang
Han, Shuo
Hemida, Ahmed H.
Kamhoua, Charles A.
Fu, Jie
author_facet Wei, Xinyi
Shi, Chongyang
Han, Shuo
Hemida, Ahmed H.
Kamhoua, Charles A.
Fu, Jie
contents We present a method for active inference with partial observations in stochastic systems through incentive design, also known as the leader-follower game. Consider a leader agent who aims to infer a follower agent's type given a finite set of possible types. Different types of followers differ in either the dynamical model, the reward function, or both. We assume the leader can partially observe a follower's behavior in the stochastic system modeled as a Markov decision process, in which the follower takes an optimal policy to maximize a total reward. To improve inference accuracy and efficiency, the leader can offer side payments (incentives) to the followers such that different types of them, under the incentive design, can exhibit diverging behaviors that facilitate the leader's inference task. We show the problem of active inference through incentive design can be formulated as a special class of leader-follower games, where the leader's objective is to balance the information gain and cost of incentive design. The information gain is measured by the entropy of the estimated follower's type given partial observations. Furthermore, we demonstrate that this problem can be solved by reducing a single-level optimization through softmax temporal consistency between followers' policies and value functions. This reduction allows us to develop an efficient gradient-based algorithm. We utilize observable operators in the hidden Markov model (HMM) to compute the necessary gradients and demonstrate the effectiveness of our approach through experiments in stochastic grid world environments.
format Preprint
id arxiv_https___arxiv_org_abs_2502_07065
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Active Inference through Incentive Design in Markov Decision Processes
Wei, Xinyi
Shi, Chongyang
Han, Shuo
Hemida, Ahmed H.
Kamhoua, Charles A.
Fu, Jie
Systems and Control
We present a method for active inference with partial observations in stochastic systems through incentive design, also known as the leader-follower game. Consider a leader agent who aims to infer a follower agent's type given a finite set of possible types. Different types of followers differ in either the dynamical model, the reward function, or both. We assume the leader can partially observe a follower's behavior in the stochastic system modeled as a Markov decision process, in which the follower takes an optimal policy to maximize a total reward. To improve inference accuracy and efficiency, the leader can offer side payments (incentives) to the followers such that different types of them, under the incentive design, can exhibit diverging behaviors that facilitate the leader's inference task. We show the problem of active inference through incentive design can be formulated as a special class of leader-follower games, where the leader's objective is to balance the information gain and cost of incentive design. The information gain is measured by the entropy of the estimated follower's type given partial observations. Furthermore, we demonstrate that this problem can be solved by reducing a single-level optimization through softmax temporal consistency between followers' policies and value functions. This reduction allows us to develop an efficient gradient-based algorithm. We utilize observable operators in the hidden Markov model (HMM) to compute the necessary gradients and demonstrate the effectiveness of our approach through experiments in stochastic grid world environments.
title Active Inference through Incentive Design in Markov Decision Processes
topic Systems and Control
url https://arxiv.org/abs/2502.07065