Aspiration-based perturbed learning automata

Authors Georgios C. Chasparis
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
SCCH ID# 17085

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.