کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
966657 1479270 2014 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Learning strict Nash equilibria through reinforcement
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Learning strict Nash equilibria through reinforcement
چکیده انگلیسی
The main results of the paper show that, if the solution trajectories of the underlying replicator equation converge exponentially fast, then, with probability arbitrarily close to one, all the pathwise realizations of the reinforcement learning process will, from some time on, lie within an ε band of that solution. The paper improves upon results currently available in the literature by showing that a reinforcement learning process that has been running for some time and is found sufficiently close to a strict Nash equilibrium, will reach it with probability one.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Economics - Volume 50, January 2014, Pages 148-155
نویسندگان
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