Distributed learning in large-scale multi-agent games: A modified fictitious play approach

Brian Swenson; Soummya Kar; Joao Xavier

doi:10.1109/ACSSC.2012.6489275

Distributed learning in large-scale multi-agent games: A modified fictitious play approach

Brian Swenson, Soummya Kar, Joao Xavier

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

16 Scopus citations

Abstract

The paper concerns the development of distributed equilibria learning strategies in large-scale multi-agent games with repeated plays. With inter-agent information exchange being restricted to a preassigned communication graph, the paper presents a modified version of the fictitious play algorithm that relies only on local neighborhood information exchange for agent policy update. Under the assumption of identical agent utility functions that are permutation invariant, the proposed distributed algorithm leads to convergence of the networked-averaged empirical play histories to a subset of the Nash equilibria, designated as the consensus equilibria. Applications of the proposed distributed framework to strategy design problems encountered in large-scale traffic networks are discussed.

Original language	English (US)
Title of host publication	Conference Record of the 46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012
Pages	1490-1495
Number of pages	6
DOIs	https://doi.org/10.1109/ACSSC.2012.6489275
State	Published - 2012
Event	46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012 - Pacific Grove, CA, United States Duration: Nov 4 2012 → Nov 7 2012

Publication series

Name	Conference Record - Asilomar Conference on Signals, Systems and Computers
ISSN (Print)	1058-6393

Other

Other	46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012
Country/Territory	United States
City	Pacific Grove, CA
Period	11/4/12 → 11/7/12

All Science Journal Classification (ASJC) codes

Signal Processing
Computer Networks and Communications

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10.1109/ACSSC.2012.6489275

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Swenson, B., Kar, S., & Xavier, J. (2012). Distributed learning in large-scale multi-agent games: A modified fictitious play approach. In Conference Record of the 46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012 (pp. 1490-1495). Article 6489275 (Conference Record - Asilomar Conference on Signals, Systems and Computers). https://doi.org/10.1109/ACSSC.2012.6489275

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title = "Distributed learning in large-scale multi-agent games: A modified fictitious play approach",

abstract = "The paper concerns the development of distributed equilibria learning strategies in large-scale multi-agent games with repeated plays. With inter-agent information exchange being restricted to a preassigned communication graph, the paper presents a modified version of the fictitious play algorithm that relies only on local neighborhood information exchange for agent policy update. Under the assumption of identical agent utility functions that are permutation invariant, the proposed distributed algorithm leads to convergence of the networked-averaged empirical play histories to a subset of the Nash equilibria, designated as the consensus equilibria. Applications of the proposed distributed framework to strategy design problems encountered in large-scale traffic networks are discussed.",

author = "Brian Swenson and Soummya Kar and Joao Xavier",

year = "2012",

doi = "10.1109/ACSSC.2012.6489275",

language = "English (US)",

isbn = "9781467350518",

series = "Conference Record - Asilomar Conference on Signals, Systems and Computers",

pages = "1490--1495",

booktitle = "Conference Record of the 46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012",

note = "46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012 ; Conference date: 04-11-2012 Through 07-11-2012",

}

Swenson, B, Kar, S & Xavier, J 2012, Distributed learning in large-scale multi-agent games: A modified fictitious play approach. in Conference Record of the 46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012., 6489275, Conference Record - Asilomar Conference on Signals, Systems and Computers, pp. 1490-1495, 46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012, Pacific Grove, CA, United States, 11/4/12. https://doi.org/10.1109/ACSSC.2012.6489275

Distributed learning in large-scale multi-agent games: A modified fictitious play approach. / Swenson, Brian; Kar, Soummya; Xavier, Joao.
Conference Record of the 46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012. 2012. p. 1490-1495 6489275 (Conference Record - Asilomar Conference on Signals, Systems and Computers).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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AB - The paper concerns the development of distributed equilibria learning strategies in large-scale multi-agent games with repeated plays. With inter-agent information exchange being restricted to a preassigned communication graph, the paper presents a modified version of the fictitious play algorithm that relies only on local neighborhood information exchange for agent policy update. Under the assumption of identical agent utility functions that are permutation invariant, the proposed distributed algorithm leads to convergence of the networked-averaged empirical play histories to a subset of the Nash equilibria, designated as the consensus equilibria. Applications of the proposed distributed framework to strategy design problems encountered in large-scale traffic networks are discussed.

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Distributed learning in large-scale multi-agent games: A modified fictitious play approach

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