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A payoff-based learning procedure and its application to traffic games

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  • Cominetti, Roberto
  • Melo, Emerson
  • Sorin, Sylvain

Abstract

A stochastic process that describes a payoff-based learning procedure and the associated adaptive behavior of players in a repeated game is considered. The process is shown to converge almost surely towards a stationary state which is characterized as an equilibrium for a related game. The analysis is based on techniques borrowed from the theory of stochastic algorithms and proceeds by studying an associated continuous dynamical system which represents the evolution of the players' evaluations. An application to the case of finitely many users in a congested traffic network with parallel links is considered. Alternative descriptions for the dynamics and the corresponding rest points are discussed, including a Lagrangian representation.

Suggested Citation

  • Cominetti, Roberto & Melo, Emerson & Sorin, Sylvain, 2010. "A payoff-based learning procedure and its application to traffic games," Games and Economic Behavior, Elsevier, vol. 70(1), pages 71-83, September.
  • Handle: RePEc:eee:gamebe:v:70:y:2010:i:1:p:71-83
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    References listed on IDEAS

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    1. repec:eee:gamebe:v:103:y:2017:i:c:p:41-66 is not listed on IDEAS
    2. Khai Xiang Chiong & Alfred Galichon & Matt Shum, 2016. "Duality in dynamic discrete‐choice models," Quantitative Economics, Econometric Society, vol. 7(1), pages 83-115, March.
    3. Farokhi, Farhad & Johansson, Karl H., 2015. "A piecewise-constant congestion taxing policy for repeated routing games," Transportation Research Part B: Methodological, Elsevier, vol. 78(C), pages 123-143.
    4. Alfredo Garcia & Mingyi Hong & Jorge Barrera, 2012. "“Cap and Trade” for Congestion Control," Dynamic Games and Applications, Springer, vol. 2(3), pages 280-293, September.
    5. Boyer, Sebastien & Blandin, Sebastien & Wynter, Laura, 2015. "Stability of transportation networks under adaptive routing policies," Transportation Research Part B: Methodological, Elsevier, vol. 81(P3), pages 886-903.

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