Title :
No-regret learning for cost constrained resource selection game
Author :
Li, Jin ; Shi, Zhou ; Liu, Wei-Yi ; Yue, Kun ; Chen, Rui-Jie
Author_Institution :
Sch. of Inf. Sci. & Eng., Yunnan Univ., Kunming, China
Abstract :
In this paper, a general game model, called cost constrained resource selection game (CC-rsg) is presented to model and analyze the setting where agents with cost constraint competitively share a global set of resources. We prove that a Nash equilibrium exists in any instance of CC-rsg. In addition, we study a no-regret learning process in which agents play with two observations of so-called recency effect and recency bias. Also, a no-regret algorithm is presented which is characterized by these observations. In order to determine all feasible strategy of an agent, an algorithm based on top-down search in the strategy search tree is proposed. Furthermore, we show that in a CC-rsg, if each agent adheres to this no-regret algorithm, the group behavior converges to a Nash equilibrium.
Keywords :
game theory; tree searching; Nash equilibrium; cost constrained resource selection game; no-regret learning process; recency bias; recency effect; strategy search tree; Algorithm design and analysis; Convergence; Games; Geometry; Multiagent systems; Nash equilibrium; Game theory; Nash equilibrium; No-regret learning; cost constraint; recency effect and bias;
Conference_Titel :
Natural Computation (ICNC), 2010 Sixth International Conference on
Conference_Location :
Yantai, Shandong
Print_ISBN :
978-1-4244-5958-2
DOI :
10.1109/ICNC.2010.5582356