Convergence of heterogeneous distributed learning in stochastic routing games
We study convergence properties of distributed learning dynamics in repeated stochastic
routing games. The game is stochastic in that each player observes a stochastic vector, the
conditional expectation of which is equal to the true loss (almost surely). In particular, we
propose a model in which every player m follows a stochastic mirror descent dynamics with
Bregman divergence D ψm and learning rates η tm= θ m t-αm. We prove that if all players
use the same sequence of learning rates, then their joint strategy converges almost surely to …
routing games. The game is stochastic in that each player observes a stochastic vector, the
conditional expectation of which is equal to the true loss (almost surely). In particular, we
propose a model in which every player m follows a stochastic mirror descent dynamics with
Bregman divergence D ψm and learning rates η tm= θ m t-αm. We prove that if all players
use the same sequence of learning rates, then their joint strategy converges almost surely to …
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