KAUST DepartmentCenter for Uncertainty Quantification in Computational Science and Engineering (SRI-UQ)
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Applied Mathematics and Computational Science Program
Stochastic Numerics Research Group
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AbstractOne 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. © 2013 IEEE.
Conference/Event name52nd IEEE Conference on Decision and Control, CDC 2013