Inverse Matrix Games With Unique Quantal Response Equilibrium

In an inverse game problem, one needs to infer the cost function of players in a such that desired joint strategy is Nash equilibrium. We study problem for class multiplayer matrix games, where perceived by each player corrupted random noise. provide sufficient conditions players’ quantal response equilibrium—a generalization equilibrium games with perception noise—to be unique. develop efficient optimization algorithms inferring based on semidefinite programs and bilevel optimization. demonstrate application these methods encouraging collision avoidance fair resource allocation.