Payoff based dynamics for multi-player weakly acyclic games

Abstract

We consider repeated multi-player games in which players repeatedly and simultaneously choose strategies from a finite set of available strategies according to some strategy adjustment process. We focus on the specific class of weakly acyclic games, which is particularly relevant for multi-agent cooperative control problems. A strategy adjustment process determines how players select their strategies at any stage as a function of the information gathered over previous stages. Of particular interest are “payoff based” processes, in which at any stage, players only know their own actions and (noise corrupted) payoffs from previous stages. In particular, players do not know the actions taken by other players and do not know the structural form of payoff functions. We introduce three different payoff based processes for increasingly general scenarios and prove that after a sufficiently large number of stages, player actions constitute a Nash equilibrium at any stage with arbitrarily high probability. We also show how to modify player utility functions through tolls and incentives in so-called congestion games, a special class of weakly acyclic games, to guarantee that a centralized objective can be realized as a Nash equilibrium. We illustrate the methods with a simulation of distributed routing over a network.