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Learning correlated equilibria in normal form games

Learning correlated equilibria in normal form games
Learning correlated equilibria in normal form games
We analyze a population game as being constituted by a set of players, a normal form game and an interaction pattern. The latter specifies the way players are repeatedly matched in the population to play one shot of the normal form game.

We first relate the set of equilibria of the populations game to the set of correlated equilibria of the underlying game, and then focus on learning processes that we model as Markovian adaptive dynamics. For the class of doubly symmetric games, we formulate general conditions under which convergence is obtained under myopic best-reply dynamics. We also analyze noisy best-reply dynamics, where players' behaviour is perturbed by payoff dependent mistakes, and explicitly characterize the ergodic distribution of the population game in terms of the correlated equilibrium payoffs of the underlying game.

We conclude with ome good examples
9713
University of Southampton
Ianni, A.
35024f65-34cd-4e20-9b2a-554600d739f3
Ianni, A.
35024f65-34cd-4e20-9b2a-554600d739f3

Ianni, A. (1997) Learning correlated equilibria in normal form games (Discussion Papers in Economics and Econometrics, 9713) Southampton, GB. University of Southampton

Record type: Monograph (Discussion Paper)

Abstract

We analyze a population game as being constituted by a set of players, a normal form game and an interaction pattern. The latter specifies the way players are repeatedly matched in the population to play one shot of the normal form game.

We first relate the set of equilibria of the populations game to the set of correlated equilibria of the underlying game, and then focus on learning processes that we model as Markovian adaptive dynamics. For the class of doubly symmetric games, we formulate general conditions under which convergence is obtained under myopic best-reply dynamics. We also analyze noisy best-reply dynamics, where players' behaviour is perturbed by payoff dependent mistakes, and explicitly characterize the ergodic distribution of the population game in terms of the correlated equilibrium payoffs of the underlying game.

We conclude with ome good examples

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More information

Published date: January 1997

Identifiers

Local EPrints ID: 33187
URI: http://eprints.soton.ac.uk/id/eprint/33187
PURE UUID: d7f4572f-a866-401f-bcb1-d875a1b2f170
ORCID for A. Ianni: ORCID iD orcid.org/0000-0002-5003-4482

Catalogue record

Date deposited: 25 Jan 2008
Last modified: 12 Dec 2021 02:54

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