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DECENTRALIZED LEARNING IN GENERAL-SUM MATRIX GAMES:AN L_(R-I) LAGGING ANCHOR ALGORITHM

机译:通用和游戏中的分散学习:L_(R-I)滞后锚算法

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摘要

This paper presents an L_(R-I) lagging anchor algorithm that combines a lagging anchor method with an L_(R-I) learning algorithm. We prove that this decentralized learning algorithm converges in strategies to Nash equilibria in two-player two-action general-sum matrix games. A practical L_(R-I) lagging anchor algorithm is introduced for players to learn their Nash equilibrium strategies in general-sum stochastic games. Simulation results show the performance of the proposed L_(R-I) lagging anchor algorithm in both matrix games and stochastic games.
机译:本文提出了一种L_(R-I)滞后锚算法,该算法将滞后锚方法与L_(R-I)学习算法相结合。我们证明了这种分散式学习算法在两人两动作的一般和矩阵游戏中收敛于Nash均衡策略。介绍了一种实用的L_(R-I)滞后锚算法,供玩家学习广义和随机游戏中的纳什均衡策略。仿真结果表明了所提出的L_(R-I)滞后锚算法在矩阵博弈和随机博弈中的性能。

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