Reinforcement learning in population games

被引:20
|
作者
Lahkar, Ratul [1 ]
Seymour, Robert M. [2 ]
机构
[1] IFMR, Madras 600034, Tamil Nadu, India
[2] UCL, Dept Math, London WC1E 6BT, England
基金
英国经济与社会研究理事会;
关键词
Reinforcement learning; Continuity equation; Replicator dynamics; REPLICATOR; EVOLUTION;
D O I
10.1016/j.geb.2013.02.006
中图分类号
F [经济];
学科分类号
02 ;
摘要
We study reinforcement learning in a population game. Agents in a population game revise mixed strategies using the Cross rule of reinforcement learning. The population state the probability distribution over the set of mixed strategies evolves according to the replicator continuity equation which, in its simplest form, is a partial differential equation. The replicator dynamic is a special case in which the initial population state is homogeneous, i.e. when all agents use the same mixed strategy. We apply the continuity dynamic to various classes of symmetric games. Using 3 x 3 coordination games, we show that equilibrium selection depends on the variance of the initial strategy distribution, or initial population heterogeneity. We give an example of a 2 x 2 game in which heterogeneity persists even as the mean population state converges to a mixed equilibrium. Finally, we apply the dynamic to negative definite and doubly symmetric games. (C) 2013 Elsevier Inc. All rights reserved.
引用
收藏
页码:10 / 38
页数:29
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