Reinforcement Learning with Restrictions on the Action Set
AbstractConsider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and have no information on the other player. Furthermore, we assume that they have restrictions on their own action set such that, at each stage, their choice is limited to a subset of their action set. We prove that the empirical distributions of play converge to the set of Nash equilibria for zero-sum and potential games, and games where one player has two actions.
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Bibliographic InfoPaper provided by Aix-Marseille School of Economics, Marseille, France in its series AMSE Working Papers with number 1335.
Length: 29 pages
Date of creation: 01 Jul 2013
Date of revision: 01 Jul 2013
Reinforcement learning; fictitious play; Markovian procedures.;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-15 (All new papers)
- NEP-GTH-2013-07-15 (Game Theory)
- NEP-HPE-2013-07-15 (History & Philosophy of Economics)
- NEP-MIC-2013-07-15 (Microeconomics)
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