Perturbed learning automata in potential games

Georgios C. Chasparis*, Jeff S. Shamma, Anders Rantzer

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

8 Scopus citations

Abstract

This paper presents a reinforcement learning algorithm and provides conditions for global convergence to Nash equilibria. For several reinforcement learning schemes, including the ones proposed here, excluding convergence to action profiles which are not Nash equilibria may not be trivial, unless the step-size sequence is appropriately tailored to the specifics of the game. In this paper, we sidestep these issues by introducing a new class of reinforcement learning schemes where the strategy of each agent is perturbed by a state-dependent perturbation function. Contrary to prior work on equilibrium selection in games, where perturbation functions are globally state dependent, the perturbation function here is assumed to be local, i.e., it only depends on the strategy of each agent. We provide conditions under which the strategies of the agents will converge to an arbitrarily small neighborhood of the set of Nash equilibria almost surely. We further specialize the results to a class of potential games.

Original languageEnglish (US)
Title of host publication2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Pages2453-2458
Number of pages6
DOIs
StatePublished - Dec 1 2011
Event2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States
Duration: Dec 12 2011Dec 15 2011

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
CountryUnited States
CityOrlando, FL
Period12/12/1112/15/11

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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