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Dynamic Social Learning Under Graph Constraints
DOI:10.1109/TCNS.2021.3114377.png)
Abstract
En 中文
We introduce a model of graph-constrained dynamic choice with reinforcement modeled by positively alpha-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 alpha > 0, the asymptotic out- come concentrates around the optimum in a certain limiting sense when annealed by letting alpha up arrow infinity slowly.
Keywords:
Annealed dynamics
dynamic choice with reinforcement
graphical constraints
optimal choice
vertex reinforced random walk
Journal
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5
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1.6K
Citations:
5.8K

