Avrachenkov, Konstantin E. ; Borkar, Vivek S. ; Moharir, Sharayu ; Shah, Suhail (2022) Dynamic Social Learning Under Graph Constraints IEEE Transactions on Control of Network Systems, 9 (3). pp. 1435-1446. ISSN 2372-2533
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Official URL: http://doi.org/10.1109/TCNS.2021.3114377
Related URL: http://dx.doi.org/10.1109/TCNS.2021.3114377
Abstract
We introduce a model of graph-constrained dynamic choice with reinforcement modeled by positively α -homogeneous rewards. We show that its empirical process, which can be written as a stochastic approximation recursion with Markov noise, has the same probability law as a certain vertex reinforced random walk. We use this equivalence to show that for α>0 , the asymptotic outcome concentrates around the optimum in a certain limiting sense when “annealed” by letting α↑∞ slowly.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 135134 |
| Deposited On: | 19 Jan 2023 07:53 |
| Last Modified: | 19 Jan 2023 07:53 |
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