arXiv · 2401.09628
Polynomial Convergence of Bandit No-Regret Dynamics in Congestion Games
Abstract
We introduce an online learning algorithm in the bandit feedback model that, once adopted by all agents of a congestion game, results in game-dynamics that converge to an $\epsilon$-approximate Nash Equilibrium in a polynomial number of rounds with respect to $1/\epsilon$, the number of players and the number of available resources. The proposed algorithm also guarantees sublinear regret to any agent adopting it. As a result, our work answers an open question from arXiv:2206.01880 and extends the recent results of arXiv:2306.15543 to the bandit feedback model. We additionally establish that our online learning algorithm can be implemented in polynomial time for the important special case of Network Congestion Games on Directed Acyclic Graphs (DAG) by constructing an exact $1$-barycentric spanner for DAGs.
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Leello Dadi, Ioannis Panageas, Stratis Skoulakis, Luca Viano, Volkan Cevher. 2024-01-17. Polynomial Convergence of Bandit No-Regret Dynamics in Congestion Games. https://arxiv.org/abs/2401.09628
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