Decentralized and Uncoordinated Learning of Stable Matchings: A Game-Theoretic Approach

TL;DR

This paper introduces a game-theoretic framework for decentralized, uncoordinated learning of stable matchings, demonstrating algorithms that achieve fast convergence and low regret without central coordination.

Contribution

It formulates a game model where stable matchings correspond to Nash equilibria and develops decentralized algorithms with proven convergence and regret bounds.

Findings

EXP learning achieves logarithmic regret in hierarchical markets.

EXP converges exponentially fast to stable matchings in general markets.

A new algorithm guarantees global convergence with high probability.

Abstract

We consider the problem of learning stable matchings with unknown preferences in a decentralized and uncoordinated manner, where "decentralized" means that players make decisions individually without the influence of a central platform, and "uncoordinated" means that players do not need to synchronize their decisions using pre-specified rules. First, we provide a game formulation for this problem with known preferences, where the set of pure Nash equilibria (NE) coincides with the set of stable matchings, and mixed NE can be rounded to a stable matching. Then, we show that for hierarchical markets, applying the exponential weight (EXP) learning algorithm to the stable matching game achieves logarithmic regret in a fully decentralized and uncoordinated fashion. Moreover, we show that EXP converges locally and exponentially fast to a stable matching in general markets. We also introduce another decentralized and uncoordinated learning algorithm that globally converges to a stable matching with arbitrarily high probability. Finally, we provide stronger feedback conditions under which it is possible to drive the market faster toward an approximate stable matching. Our proposed game-theoretic framework bridges the discrete problem of learning stable matchings with the problem of learning NE in continuous-action games.