Title
On convergence rates of game theoretic reinforcement learning algorithms.
Abstract
This paper investigates a class of multi-player discrete games where each player aims to maximize its own utility function. Each player does not know the other players’ action sets, their deployed actions or the structures of its own or the others’ utility functions. Instead, each player only knows its own deployed actions and its received utility values in recent history. We propose a reinforcement learning algorithm which converges to the set of action profiles which have maximal stochastic potential with probability one. Furthermore, an upper bound on the convergence rate is derived and is minimized when the exploration rates are restricted to p-series. The algorithm performance is verified using a case study in the smart grid.
Year
DOI
Venue
2019
10.1016/j.automatica.2019.02.032
Automatica
Keywords
Field
DocType
Distributed control,Game theory,Learning algorithms
Convergence (routing),Mathematical optimization,Smart grid,Algorithm,Game theoretic,Rate of convergence,Reinforcement learning algorithm,Mathematics,Reinforcement learning
Journal
Volume
Issue
ISSN
104
1
0005-1098
Citations 
PageRank 
References 
0
0.34
0
Authors
4
Name
Order
Citations
PageRank
Zhisheng Hu173.86
Minghui Zhu211.02
Ping Chen319713.22
Peng Liu472.17