Empirical Centroid Fictitious Play: An Approach for Distributed Learning in Multi-Agent Games
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Publication:4580702
DOI10.1109/TSP.2015.2434327zbMATH Open1394.94572arXiv1304.4577MaRDI QIDQ4580702FDOQ4580702
Author name not available (Why is that?)
Publication date: 22 August 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Abstract: The paper is concerned with distributed learning in large-scale games. The well-known fictitious play (FP) algorithm is addressed, which, despite theoretical convergence results, might be impractical to implement in large-scale settings due to intense computation and communication requirements. An adaptation of the FP algorithm, designated as the empirical centroid fictitious play (ECFP), is presented. In ECFP players respond to the centroid of all players' actions rather than track and respond to the individual actions of every player. Convergence of the ECFP algorithm in terms of average empirical frequency (a notion made precise in the paper) to a subset of the Nash equilibria is proven under the assumption that the game is a potential game with permutation invariant potential function. A more general formulation of ECFP is then given (which subsumes FP as a special case) and convergence results are given for the class of potential games. Furthermore, a distributed formulation of the ECFP algorithm is presented, in which, players endowed with a (possibly sparse) preassigned communication graph, engage in local, non-strategic information exchange to eventually agree on a common equilibrium. Convergence results are proven for the distributed ECFP algorithm.
Full work available at URL: https://arxiv.org/abs/1304.4577
Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Experimental studies (91A90)
Cited In (9)
- Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions
- An operator splitting approach for distributed generalized Nash equilibria computation
- Distributed Nash equilibrium seeking under partial-decision information via the alternating direction method of multipliers
- Distributed Nash equilibrium seeking for aggregative games with coupled constraints
- On Best-Response Dynamics in Potential Games
- Fast generalized Nash equilibrium seeking under partial-decision information
- Generalized multi-cluster game under partial-decision information with applications to management of energy Internet
- Decentralized inertial best-response with voluntary and limited communication in random communication networks
- Robustness Properties in Fictitious-Play-Type Algorithms
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