Payoff-based dynamics for multiplayer weakly acyclic games

Jason R. Marden, H. Peyton Young, Gürdal Arslan, Jeff S. Shamma

Research output: Contribution to journalArticlepeer-review

132 Scopus citations

Abstract

We consider repeated multiplayer games in which players repeatedly and simultaneously choose strategies from a finite set of available strategies according to some strategy adjustment process. We focus on the specific class of weakly acyclic games, which is particularly relevant for multiagent cooperative control problems. A strategy adjustment process determines how players select their strategies at any stage as a function of the information gathered over previous stages. Of particular interest are "payoff-based" processes in which, at any stage, players know only their own actions and (noise corrupted) payoffs from previous stages. In particular, players do not know the actions taken by other players and do not know the structural form of payoff functions. We introduce three different payoff-based processes for increasingly general scenarios and prove that, after a sufficiently large number of stages, player actions constitute a Nash equilibrium at any stage with arbitrarily high probability. We also show how to modify player utility functions through tolls and incentives in so-called congestion games, a special class of weakly acyclic games, to guarantee that a centralized objective can be realized as a Nash equilibrium. We illustrate the methods with a simulation of distributed routing over a network.

Original languageEnglish (US)
Pages (from-to)373-396
Number of pages24
JournalSIAM Journal on Control and Optimization
Volume48
Issue number1
DOIs
StatePublished - 2009

Keywords

  • Cooperative control
  • Game theory
  • Learning in games

ASJC Scopus subject areas

  • Control and Optimization
  • Applied Mathematics

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