• DocumentCode
    3534219
  • 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
  • fYear
    2013
  • fDate
    10-13 Dec. 2013
  • Firstpage
    4871
  • Lastpage
    4876
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
  • Conference_Location
    Firenze
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4673-5714-2
  • Type

    conf

  • DOI
    10.1109/CDC.2013.6760653
  • Filename
    6760653