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Swenson B., Kar S., Xavier J.

Conference Record - Asilomar Conference on Signals, Systems and Computers
2015

pp 1616

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1620

Abstract:

The paper considers distributed learning in large-scale games via fictitious-play type algorithms. Given a preassigned communication graph structure for information exchange among the players, this paper studies a distributed implementation of the Empirical Centroid Fictitious Play (ECFP) algorithm that is well-suited to large-scale games in terms of complexity and memory requirements. It is shown that the distributed algorithm converges to an equilibrium set denoted as the mean-centric equilibria (MCE) for a reasonably large class of games.