Title :
Mean-field learning for satisfactory solutions
Author :
Tembine, Hamidou ; Tempone, Raul ; Vilanova, Pedro
Author_Institution :
Uncertainty Quantification in Comput. Sci. & Eng., KAUST Strategic Res. Initiative Center, Thuwal, Saudi Arabia
Abstract :
One of the fundamental challenges in distributed interactive systems is to design efficient, accurate, and fair solutions. In such systems, a satisfactory solution is an innovative approach that aims to provide all players with a satisfactory payoff anytime and anywhere. In this paper we study fully distributed learning schemes for satisfactory solutions in games with continuous action space. Considering games where the payoff function depends only on own-action and an aggregate term, we show that the complexity of learning systems can be significantly reduced, leading to the so-called mean-field learning. We provide sufficient conditions for convergence to a satisfactory solution and we give explicit convergence time bounds. Then, several acceleration techniques are used in order to improve the convergence rate. We illustrate numerically the proposed mean-field learning schemes for quality-of-service management in communication networks.
Keywords :
game theory; interactive systems; learning (artificial intelligence); acceleration techniques; aggregate term; communication networks; distributed interactive systems; explicit convergence time bounds; fully distributed learning schemes; large-scale games; mean-field learning scheme; payoff function; quality-of-service management; satisfactory solutions; sufficient conditions; Equations; Numerical models; Organisms; Radio frequency;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6760653