An active learning method for solving competitive multi-agent decision-making and control problems
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Abstract (arXiv)
To identify a stationary action profile for a population of competitive agents, each executing private strategies, we introduce a novel active-learning scheme where a centralized external observer (or entity) can probe the agents' reactions and recursively update simple local parametric estimates of the action-reaction mappings. Under very general working assumptions (not even assuming that a stationary profile exists), sufficient conditions are established to assess the asymptotic properties of the proposed active learning methodology so that, if the parameters characterizing the action-reaction mappings converge, a stationary action profile is achieved. Such conditions hence act also as certificates for the existence of such a profile. Extensive numerical simulations involving typical competitive multi-agent control and decision-making problems illustrate the practical effectiveness of the proposed learning-based approach.
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References · 18
- 2019Global optimization via inverse distance weighting and radial basis functionscited by 16
- 2021Reliably-stabilizing piecewise-affine neural network controllerscited by 13
- 2016A Bayesian optimization approach to find Nash equilibriacited by 9
- 2022Active Learning for Regression by Inverse Distance Weightingcited by 9
- 2013Learning Equilibria of Games via Payoff Queriescited by 8
- 2019Learning Probably Approximately Correct Maximin Strategies in Simulation-Based Games with Infinite Strategy Spacescited by 8
- 2021Recurrent Neural Network Training with Convex Loss and Regularization Functions by Extended Kalman Filteringcited by 8
- 2013Query Complexity of Approximate Nash Equilibriacited by 6
- 2013On the Communication Complexity of Approximate Nash Equilibriacited by 5
- 2013The Query Complexity of Correlated Equilibriacited by 5
- 2019Charging plug-in electric vehicles as a mixed-integer aggregative gamecited by 4
- 2016Dynamic control of agents playing aggregative games with coupling constraintscited by 3
6 more
- 2018Approximating Nash Equilibria for Black-Box Games: A Bayesian Optimization Approachcited by 3
- 2021Efficient Learning of a Linear Dynamical System with Stability Guaranteescited by 3
- 2018Learning Convex Partitions and Computing Game-theoretic Equilibria from Best Response Queriescited by 2
- 2021Learning equilibria with personalized incentives in a class of nonmonotone gamescited by 2
- 2022Distributed Stochastic Nash Equilibrium Learning in Locally Coupled Network Games with Unknown Parameterscited by 2
- 2022Personalized incentives as feedback design in generalized Nash equilibrium problemscited by 1
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