Learning to Play Network Games

Amy Greenwald


The idea of learning to play equilibrium strategies in repeated games is an active area of research in the game-theoretic community. Game theorists are primarily concerned with the outcome of learning algorithms in the limit: i.e., over an infinite amount of time. One of the goals of this research is to apply computer science ideology to learning theory. In particular, this thesis will consider imposing restrictions on traditional learning algorithms such that players learn to play approximations to equilibrium strategies in bounded amounts of time. The idea of such bounded learning algorithms is to quickly learn to exploit the obvious, while ignoring any subtleties.

Bounded learning is applicable to network games, in which players learn to utilize networks during times of minimal congestion. These games are atypical as compared with traditional games described in the game-theoretic literature, since their underlying structure is not commonly understood by the players, and moreover, common knowledge of rationality is not a valid assumption. As such, this class of repeated games does not naturally lend itself to belief-based learning algorithms. Rather, this thesis will investigate learning algorithms for network games that are analyzed solely on the basis of performance, without requiring that players maintain prior beliefs about expected network congestion. In sum, the initial focus of this thesis is to explore an application of computer science ideology to learning algorithms in game theory; secondly, bounded game-theoretic learning will be applied to routing and congestion problems in network environments.