Aspiration-based perturbed learning automata
|G. Chasparis. Aspiration-based perturbed learning automata. pages 20-25, 6, 2018.|
|Buch||Proceedings of the 17th annual European Control Conference (ECC'18)|
This paper introduces a novel payoff-based learning scheme for distributed optimization in strategic-form games. Standard discrete-time replicator dynamics or learning automata 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 provide an extension of perturbed learning automata, namely aspiration-based perturbed learning automata (APLA) that overcomes these limitations. We provide a stochastic stability analysis in multi-player coordination games. In the case of two-player coordination games, we show that the payoff-dominant Nash equilibrium is the unique stochastically stable state.