Advanced Search
MyIDEAS: Login

Revisiting log-linear learning: Asynchrony, completeness and payoff-based implementation

Contents:

Author Info

  • Marden, Jason R.
  • Shamma, Jeff S.
Registered author(s):

    Abstract

    Log-linear learning is a learning algorithm that provides guarantees on the percentage of time that the action profile will be at a potential maximizer in potential games. The traditional analysis of log-linear learning focuses on explicitly computing the stationary distribution and hence requires a highly structured environment. Since the appeal of log-linear learning is not solely the explicit form of the stationary distribution, we seek to address to what degree one can relax the structural assumptions while maintaining that only potential function maximizers are stochastically stable. In this paper, we introduce slight variants of log-linear learning that provide the desired asymptotic guarantees while relaxing the structural assumptions to include synchronous updates, time-varying action sets, and limitations in information available to the players. The motivation for these relaxations stems from the applicability of log-linear learning to the control of multi-agent systems where these structural assumptions are unrealistic from an implementation perspective.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/pii/S0899825612000462
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Games and Economic Behavior.

    Volume (Year): 75 (2012)
    Issue (Month): 2 ()
    Pages: 788-808

    as in new window
    Handle: RePEc:eee:gamebe:v:75:y:2012:i:2:p:788-808

    Contact details of provider:
    Web page: http://www.elsevier.com/locate/inca/622836

    Related research

    Keywords: Potential games; Equilibrium selection; Distributed control;

    Find related papers by JEL classification:

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Blume, Lawrence E., 2003. "How noise matters," Games and Economic Behavior, Elsevier, vol. 44(2), pages 251-271, August.
    2. Monderer, Dov & Shapley, Lloyd S., 1996. "Potential Games," Games and Economic Behavior, Elsevier, vol. 14(1), pages 124-143, May.
    3. Carlos Alos-Ferrer & Nick Netzer, 2008. "The Logit-Response Dynamics," TWI Research Paper Series 28, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
    4. Voorneveld, Mark, 2000. "Best-response potential games," Economics Letters, Elsevier, vol. 66(3), pages 289-295, March.
    5. Alan Beggs, 2005. "Waiting times and equilibrium selection," Economic Theory, Springer, vol. 25(3), pages 599-628, 04.
    6. Foster, Dean P. & Young, H. Peyton, 2006. "Regret testing: learning to play Nash equilibrium without knowing you have an opponent," Theoretical Economics, Econometric Society, vol. 1(3), pages 341-367, September.
    7. Young, H. Peyton, 2009. "Learning by trial and error," Games and Economic Behavior, Elsevier, vol. 65(2), pages 626-643, March.
    8. Fabrizio Germano & Gábor Lugosi, 2004. "Global Nash convergence of Foster and Young's regret testing," Economics Working Papers 788, Department of Economics and Business, Universitat Pompeu Fabra.
    9. Monderer, Dov & Shapley, Lloyd S., 1996. "Fictitious Play Property for Games with Identical Interests," Journal of Economic Theory, Elsevier, vol. 68(1), pages 258-265, January.
    10. Young, H Peyton, 1993. "The Evolution of Conventions," Econometrica, Econometric Society, vol. 61(1), pages 57-84, January.
    11. Yakov Babichenko, 2010. "Completely Uncoupled Dynamics and Nash Equilibria," Discussion Paper Series dp529, The Center for the Study of Rationality, Hebrew University, Jerusalem.
    12. L. Blume, 2010. "The Statistical Mechanics of Strategic Interaction," Levine's Working Paper Archive 488, David K. Levine.
    Full references (including those not matched with items on IDEAS)

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:gamebe:v:75:y:2012:i:2:p:788-808. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.