Fast Convergence of Best-Reply Dynamics in Aggregative Games

Math. Oper. Res., Volume 43, Issue 1, 2018.

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Abstract:

We consider small-influence aggregative games with a large number of players n. For this class of games we present a best-reply dynamic with the following two properties. First, the dynamic reaches Nash approximate equilibria in quasi-linear (in n) number of steps, and the quasi-linear bound is tight. Second, Nash approximate equilibria a...More

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