Learning efficient correlated equilibria

Holly P. Borowski, Jason R. Marden, Jeff S. Shamma

Research output: Chapter in Book/Report/Conference proceedingConference contribution

8 Scopus citations

Abstract

The majority of distributed learning literature focuses on convergence to Nash equilibria. Correlated equilibria, on the other hand, can often characterize more efficient collective behavior than even the best Nash equilibrium. However, there are no existing distributed learning algorithms that converge to specific correlated equilibria. In this paper, we provide one such algorithm which guarantees that the agents' collective joint strategy will constitute an efficient correlated equilibrium with high probability. The key to attaining efficient correlated behavior through distributed learning involves incorporating a common random signal into the learning environment.
Original languageEnglish (US)
Title of host publication53rd IEEE Conference on Decision and Control
PublisherInstitute of Electrical and Electronics Engineers (IEEE)
Pages6836-6841
Number of pages6
ISBN (Print)9781467360906
DOIs
StatePublished - Feb 17 2015

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