Strategyproof Deep Reinforcement Learning for Online Resource Allocation
Fariba Dehghan, Sebastian Stein, Vahid Yazdanpanah, Stephanie Gauthier
Online resource allocation faces two coupled challenges: (1) allocating scarce resources efficiently under uncertain future demand, and (2) ensuring that agents report task valuations and requirements truthfully (strategyproofness). Reinforcement Learning (RL) adapts allocation decisions through experience but does not necessarily ensure strategyproofness. Existing strategyproof RL uses a linear allocation rule, which limits the resource interactions it can represent. Neural mechanism design methods offer greater expressiveness, but provide only approximate incentive guarantees. Against this background, we introduce the first strategyproof deep RL mechanism for online resource allocation. It integrates three novel components: (i) a monotonic neural network that learns nonlinear interactions by construction (higher reported value cannot reduce acceptance, while a longer reported duration or larger resource requirement cannot increase it); (ii) a generalised critical payment: the lowest accepted value, with all other inputs fixed; and (iii) training by either RL or imitation of an existing rule. Together, monotonicity and the critical payment ensure strategyproofness and individual rationality, while the neural rule provides flexibility and imitation improves training efficiency. Empirically, on a four-resource stream with two partner pairs that a linear difference cannot represent, the neural rule achieves 97.8% of an offline welfare upper bound, compared with 93.8% for a linear learner and 89.0% for first-come, first-served, closing 65% and 80% of the remaining optimality gap, respectively. Moreover, imitation reaches 97.5% in only 261 seconds, about 89 times faster than RL.
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