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Introduction to Learning in Games

One of the objectives in distributed interacting multi-player systems is to enable a collection of selfish players to achieve a desirable objective. There are two overriding challenges to achieving this objective. The first one is related to the complexity of finding the optimal solution. A centralized algorithm may be prohibitively complex when there are a large number of interacting players. This motivates the use of adaptive methods that enable players to self-organize into suitable, if not optimal, alternative solutions. The second challenge is limited information. Players may have limited knowledge about the status of other players, except perhaps for a small subset of neighboring players. The limitations ...

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