Aspiration-based perturbed learning automata
Authors |
Georgios C. Chasparis |
Editors |
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Title | Aspiration-based perturbed learning automata |
Booktitle | Proceedings of the 17th annual European Control Conference (ECC'18) |
Type | in proceedings |
Publisher | EUCA |
ISBN | 978-3-9524-2699-9 |
Month | June |
Year | 2018 |
Pages | 20-25 |
Abstract | 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. |