Title
Policy iteration algorithm for distributed networks and graphical games
Abstract
This paper brings together cooperative control, reinforcement learning, and game theory to present a multi-agent distributed formulation for graphical games. The notion of graphical games is developed for dynamical systems, where the dynamics and performance indices for each node depend only on local neighbor information. We propose a cooperative policy iteration algorithm for graphical games. This algorithm converges to the best response when the neighbors of each agent do not update their policies and to the Nash equilibrium when all agents update their policies simultaneously. It is also shown that the convergence of this algorithm is based on the speed of convergence of the neighbors of every player in the graph, graph topology, and user defined matrices in the performance index. This framework will be used to develop methods for online adaptive learning solutions of graphical games in real time.
Year
DOI
Venue
2011
10.1109/CDC.2011.6160491
Decision and Control and European Control Conference
Keywords
Field
DocType
computer games,computer graphics,game theory,graph theory,iterative methods,learning (artificial intelligence),matrix algebra,multi-agent systems,Nash equilibrium,cooperative control,cooperative policy iteration algorithm,distributed network,dynamical systems,game theory,graph topology,graphical game,local neighbor information,multiagent distributed formulation,online adaptive learning solution,reinforcement learning,user defined matrix,Nash-equilibrium,Policy Iteration,best response,cooperative Hamilton-Jacobi equations,graphical games
Graph theory,Mathematical optimization,Computer science,Best response,Algorithm,Multi-agent system,Theoretical computer science,Game theory,Nash equilibrium,Topological graph theory,Adaptive learning,Reinforcement learning
Conference
ISSN
ISBN
Citations 
0743-1546 E-ISBN : 978-1-61284-799-3
978-1-61284-799-3
2
PageRank 
References 
Authors
0.45
13
2
Name
Order
Citations
PageRank
Kyriakos G. Vamvoudakis1274.74
FRANK L. LEWIS25782402.68