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arXiv · 1803.02751

Aspiration-based Perturbed Learning Automata

Georgios C. Chasparis
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Abstract

This paper introduces a novel payoff-based learning scheme for distributed optimization in repeatedly-played strategic-form games. Standard reinforcement-based learning exhibits 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 present an extension of perturbed learning automata, namely aspiration-based perturbed learning automata (APLA) that overcomes these limitations. We provide a stochastic stability analysis of APLA in multi-player coordination games. We further show that payoff-dominant Nash equilibria are the only stochastically stable states.

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Georgios C. Chasparis. 2018-03-07. Aspiration-based Perturbed Learning Automata. https://arxiv.org/abs/1803.02751

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