Empirical Centroid Fictitious Play: An Approach For Distributed Learning In Multi-Agent Games

Preprint English OPEN
Swenson, Brian; Kar, Soummya; Xavier, Joao;
(2013)
  • Related identifiers: doi: 10.1109/TSP.2015.2434327
  • Subject: Mathematics - Optimization and Control | Computer Science - Systems and Control | Computer Science - Computer Science and Game Theory
    arxiv: Computer Science::Computer Science and Game Theory

The paper is concerned with distributed learning in large-scale games. The well-known fictitious play (FP) algorithm is addressed, which, despite theoretical convergence results, might be impractical to implement in large-scale settings due to intense computation and co... View more
  • References (44)
    44 references, page 1 of 5

    [1] G. W. Brown, ”Iterative Solutions of Games by Fictitious Play” In Activity Analysis of Production and Allocation, T. Coopmans, Ed. New York: Wiley, 1951.

    [2] L. S. Shapley, “Some topics in two-person games,” Advances in game theory, vol. 52, pp. 1-29, 1964.

    [3] J. S. Jordan, “Three problems in learning mixed-strategy Nash equilibria,” Games and Economic Behavior, vol. 5, no. 3, pp. 368-386, Jul. 1993.

    [4] D. P. Foster and H. P. Young, “On the nonconvergence of fictitious play in coordination games,” Games and Economic Behavior, vol. 25, no. 1, pp. 79-96, Oct. 1998.

    [5] J. Robinson, “An iterative method of solving a game,” The Annals of Mathematics, vol. 54, no. 2, pp. 296-301, Sep. 1951.

    [6] K. Miyasawa, “On the convergence of the learning process in a 2 x 2 non-zero-sum two-person game,” DTIC Document, Tech. Rep., 1961.

    [7] D. Monderer and L. S. Shapley, “Fictitious play property for games with identical interests,” Journal of Economic Theory, vol. 68, no. 1, pp. 258-265, Jan. 1996.

    [8] M. Benaım and M. W. Hirsch, “Mixed equilibria and dynamical systems arising from fictitious play in perturbed games,” Games and Economic Behavior, vol. 29, no. 1, pp. 36-72, Oct. 1999.

    [9] B. Swenson, S. Kar, and J. Xavier, “Distributed learning in large-scale multi-agent games: A modified fictitious play approach,” in 46th Asilomar Conference on Signals, Systems, and Computers, Pacifc Grove, CA, USA, Nov. 4 - 7 2012, pp. 1490 - 1495.

    [10] C. H. Papadimitriou and T. Roughgarden, “Computing equilibria in multi-player games,” in Proceedings of the sixteenth annual ACM-SIAM symposium on Discrete algorithms. SIAM, 2005, pp. 82-91.

  • Related Organizations (4)
  • Metrics
Share - Bookmark