Aspiration-based Perturbed Learning Automata

03/07/2018

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by   Georgios C. Chasparis, et al.

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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.