Decentralized Fictitious Play with Voluntary Communication in Random Communication Networks

Abstract

Multiple autonomous agents interact over a random communication network to maximize their individual utility functions which depend on the actions of other agents. We consider decentralized best-response with inertia type algorithms in which agents form beliefs about the future actions of other players based on local information, and take an action that maximizes their expected utility computed with respect to these beliefs or continue to take their previous action. We show convergence of these types of algorithms to a Nash equilibrium in weakly acyclic games under the condition that the belief update and information exchange protocols successfully learn the actions of other players with positive probability in finite time given a static environment, i.e., when other agents' actions do not change. We design a decentralized fictitious play algorithm with voluntary and limited communication (DFP-VL) protocols that satisfy this condition. In the voluntary communication protocol, each agent decides whom to exchange information with by assessing the novelty of its information and the potential effect of its information on others' assessments of their utility functions. The limited communication protocol entails agents sending only their most frequent action to agents that they decide to communicate with. Numerical experiments on a target assignment game demonstrate that the voluntary and limited communication protocol can more than halve the number of communication attempts while retaining the same convergence rate as DFP in which agents constantly attempt to communicate.