Title
On the convergence of no-regret learning in selfish routing.
Abstract
We study the repeated, non-atomic routing game, in which selfish players make a sequence of routing decisions. We consider a model in which players use regret-minimizing algorithms as the learning mechanism, and study the resulting dynamics. We are concerned in particular with the convergence to the set of Nash equilibria of the routing game. No-regret learning algorithms are known to guarantee convergence of a subsequence of population strategies. We are concerned with convergence of the actual sequence. We show that convergence holds for a large class of online learning algorithms, inspired from the continuous-time replicator dynamics. In particular, the discounted Hedge algorithm is proved to belong to this class, which guarantees its convergence.
Year
Venue
Field
2014
ICML
Convergence (routing),Online learning,Population,Mathematical optimization,Regret,Computer science,Replicator equation,Artificial intelligence,Subsequence,Nash equilibrium,Machine learning
DocType
Citations 
PageRank 
Conference
1
0.35
References 
Authors
6
3
Name
Order
Citations
PageRank
Walid Krichene110814.02
Benjamin Drighès2100.98
Alexandre M. Bayen31250137.72