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Mean-Field Learning for Satisfactory Solutions

Bibliography:

H. Tembine, R. Tempone, P. Vilanova, Mean-field learning for satisfactory solutions, In proceedings of the 52nd IEEE Conference on Decision and Control, pp. 4871-4876, December 10-13, 2013, Firenze, Italy.

Authors:

H. Tembine, R. Tempone, P. Vilanova

Keywords:

Mean field learning, satisfactory solution, speedup learning, convergence time

Year:

2013

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.

ISSN:

978-1-4673-5716-6