arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1903.01720cs.GTcs.LGcs.MA
收藏

网络零和博弈中的多Agent学习是一个Hamilton系统

Multi-Agent Learning in Network Zero-Sum Games is a Hamiltonian System

Singapore University of Technology and Design(新加坡科技设计大学)

James P. Bailey, Georgios Piliouras

摘要:

零和游戏是自然的,如果非正式的,类似于封闭的物理系统,没有能源/公用事业可以进入或退出。如果我们考虑多个代理在封闭经济中相互作用的零和网络(多矩阵)游戏,这种类比可以进一步扩展。通常,(网络)零和博弈是从纳什均衡的角度来研究的。然而,这与我们通常认为封闭的物理系统的方式形成了鲜明的对比,例如,地球-月球系统永远沿着恒定能量的周期性轨道运动。我们建立了一个正式的和强大的多智能体系统和哈密顿动力学之间的联系-在物理学中描述保守系统相同的动力学。具体来说,我们表明,无论规模,或网络结构的封闭经济,即使代理使用不同的在线学习动态从标准类的跟随正规化领导人,他们产生汉密尔顿动态。这种方法概括了已知的连接到哈密顿的复制动力学的特殊情况下,在两个代理零和游戏开发的霍夫鲍尔。此外,我们的结果超越了零和设置,并提供了一种罗塞塔石碑(见表1),有助于在线优化,凸分析,博弈论和物理之间的转换结果和技术。

英文摘要:

Zero-sum games are natural, if informal, analogues of closed physical systems where no energy/utility can enter or exit. This analogy can be extended even further if we consider zero-sum network (polymatrix) games where multiple agents interact in a closed economy. Typically, (network) zero-sum games are studied from the perspective of Nash equilibria. Nevertheless, this comes in contrast with the way we typically think about closed physical systems, e.g., Earth-moon systems which move perpetually along recurrent trajectories of constant energy. We establish a formal and robust connection between multi-agent systems and Hamiltonian dynamics -- the same dynamics that describe conservative systems in physics. Specifically, we show that no matter the size, or network structure of such closed economies, even if agents use different online learning dynamics from the standard class of Follow-the-Regularized-Leader, they yield Hamiltonian dynamics. This approach generalizes the known connection to Hamiltonians for the special case of replicator dynamics in two agent zero-sum games developed by Hofbauer. Moreover, our results extend beyond zero-sum settings and provide a type of a Rosetta stone (see e.g. Table 1) that helps to translate results and techniques between online optimization, convex analysis, games theory, and physics.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑