Decentralized and Uncoordinated Learning of Stable Matchings: A Game-Theoretic Approach
Abstract
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 matching markets. We complement our results by introducing another decentralized and uncoordinated learning algorithm that globally converges to a stable matching with arbitrarily high probability.