Stochastic Stability of Perturbed Learning Automata in Positive-Utility Games
نویسندگان
چکیده
منابع مشابه
Stochastic Stability of Perturbed Learning Automata in Positive-Utility Games
This paper considers a class of discrete-time reinforcement-learning dynamics and provides a stochasticstability analysis in repeatedly played positive-utility (strategicform) games. For this class of dynamics, convergence to pure Nash equilibria has been demonstrated only for the fine class of potential games. Prior work primarily provides convergence properties through stochastic approximatio...
متن کاملLearning in perturbed asymmetric games
We investigate the stability of mixed strategy equilibria in 2 person (bimatrix) games under perturbed best response dynamics. A mixed equilibrium is asymptotically stable under all such dynamics if and only if the game is linearly equivalent to a zero sum game. In this case, the mixed equilibrium is also globally asymptotically stable. Global convergence to the set of perturbed equilibria is s...
متن کاملAspiration-based Perturbed Learning Automata
This paper introduces a novel payoff-based learning scheme for distributed optimization in repeatedly-played strategic-form games. Standard reinforcement-based learning schemes exhibit several limitations with respect to their asymptotic stability. For example, in two-player coordination games, payoff-dominant (or efficient) Nash equilibria may not be stochastically stable. In this work, we pre...
متن کاملStochastic Choice and Revealed Perturbed Utility∗
Perturbed utility functions—the sum of expected utility and a non-linear perturbation function—provide a simple and tractable way to model various sorts of stochastic choice. We provide two easily understood conditions each of which characterizes this representation: One condition generalizes the acyclicity condition used in revealed preference theory, and the other generalizes Luce’s IIA condi...
متن کاملStochastic Stability of Singularly Perturbed Nonlinear Systems
The stability of a nonlinear stochastic dynamic system with singular perturbations is considered. Based on the notion of stochastic input-to-state stability and using time scale decomposition, a result of the total stability type is obtained, i.e. if the fast subsystem and the slow subsystem are both input-to-state stable with respect to disturbances, then this property continues to hold for th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2019
ISSN: 0018-9286,1558-2523,2334-3303
DOI: 10.1109/tac.2019.2895300