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ATAL
2007
Springer

Regret based dynamics: convergence in weakly acyclic games

9 years 5 months ago
Regret based dynamics: convergence in weakly acyclic games
Regret based algorithms have been proposed to control a wide variety of multi-agent systems. The appeal of regretbased algorithms is that (1) these algorithms are easily implementable in large scale multi-agent systems and (2) there are existing results proving that the behavior will asymptotically converge to a set of points of “no-regret” in any game. We illustrate, through a simple example, that noregret points need not reflect desirable operating conditions for a multi-agent system. Multi-agent systems often exhibit an additional structure (i.e. being “weakly acyclic”) that has not been exploited in the context of regret based algorithms. In this paper, we introduce a modification of regret based algorithms by (1) exponentially discounting the memory and (2) bringing in a notion of inertia in players’ decision process. We show how these modifications can lead to an entire class of regret based algorithm that provide almost sure convergence to a pure Nash equilibrium i...
Jason R. Marden, Gürdal Arslan, Jeff S. Shamm
Added 07 Jun 2010
Updated 07 Jun 2010
Type Conference
Year 2007
Where ATAL
Authors Jason R. Marden, Gürdal Arslan, Jeff S. Shamma
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