Convergence of heterogeneous distributed learning in stochastic routing games

S Krichene, W Krichene, R Dong… - 2015 53rd Annual …, 2015 - ieeexplore.ieee.org
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 …

[引用][C] Convergence of heterogeneous distributed learning in stochastic routing games. Allerton

S Krichene, W Krichene, R Dong, A Bayen - 2015 - IEEE
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