Title
Convergence Analysis of Gradient-Based Learning in Continuous Games.
Abstract
Considering a class of gradient-based multi-agent learning algorithms in non-cooperative settings, we provide convergence guarantees to a neighborhood of a stable Nash equilibrium. In particular, we consider continuous games where agents learn in 1) deterministic settings with oracle access to their gradient and 2) stochastic settings with an unbiased estimator of their gradient. We also study the effects of non-uniform learning rates, which causes a distortion of the vector field that can alter which equilibrium the agents converge to and the path they take. We support the analysis with numerical examples that provide insight into how one might synthesize games to achieve desired equilibria.
Year
Venue
Field
2019
UAI
Convergence (routing),Mathematical optimization,Computer science
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
0
4
Name
Order
Citations
PageRank
Benjamin Chasnov102.03
Lillian J. Ratliff28723.32
Eric Mazumdar3137.50
Samuel Burden49011.04