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Learning correlated equilibria in potential games

Learning correlated equilibria in potential games
Learning correlated equilibria in potential games
The paper develops a framework for the analysis of finite n-player games, recurrently played by randomly drawn n-tuples of players, from a finite population. We first relate the set of equilibria of this game to the set of correlated equilibria of the underlying game, and then focus on learning processes modelled as Markovian adaptive dynamics. For the class of potential games, we show that any myopic-best reply dynamics converges (in probability) to a correlated equilibrium. We also analyze noisy best reply dynamics, where players' behaviour is perturbed by payoff dependent mistakes, and explicitly characterize the limit distribution of the perturbed game in terms of the correlated equilibrium payoff of the underlying game.
12
University of Southampton
Ianni, Antonella
35024f65-34cd-4e20-9b2a-554600d739f3
Ianni, Antonella
35024f65-34cd-4e20-9b2a-554600d739f3

Ianni, Antonella (2000) Learning correlated equilibria in potential games (Discussion Papers in Economics and Econometrics, 12) Southampton, GB. University of Southampton 35pp.

Record type: Monograph (Discussion Paper)

Abstract

The paper develops a framework for the analysis of finite n-player games, recurrently played by randomly drawn n-tuples of players, from a finite population. We first relate the set of equilibria of this game to the set of correlated equilibria of the underlying game, and then focus on learning processes modelled as Markovian adaptive dynamics. For the class of potential games, we show that any myopic-best reply dynamics converges (in probability) to a correlated equilibrium. We also analyze noisy best reply dynamics, where players' behaviour is perturbed by payoff dependent mistakes, and explicitly characterize the limit distribution of the perturbed game in terms of the correlated equilibrium payoff of the underlying game.

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Published date: September 2000

Identifiers

Local EPrints ID: 33113
URI: https://eprints.soton.ac.uk/id/eprint/33113
PURE UUID: 45f1762a-c4c0-47e6-9cee-4e86c06c14e3
ORCID for Antonella Ianni: ORCID iD orcid.org/0000-0002-5003-4482

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Date deposited: 19 Jul 2006
Last modified: 03 Oct 2018 00:35

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