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 log-linear learning




Finite-time convergence to an $\epsilon$-efficient Nash equilibrium in potential games

arXiv.org Artificial Intelligence

This paper investigates the convergence time of log-linear learning to an $\epsilon$-efficient Nash equilibrium (NE) in potential games. In such games, an efficient NE is defined as the maximizer of the potential function. Existing results are limited to potential games with stringent structural assumptions and entail exponential convergence times in $1/\epsilon$. Unaddressed so far, we tackle general potential games and prove the first finite-time convergence to an $\epsilon$-efficient NE. In particular, by using a problem-dependent analysis, our bound depends polynomially on $1/\epsilon$. Furthermore, we provide two extensions of our convergence result: first, we show that a variant of log-linear learning that requires a factor $A$ less feedback on the utility per round enjoys a similar convergence time; second, we demonstrate the robustness of our convergence guarantee if log-linear learning is subject to small perturbations such as alterations in the learning rule or noise-corrupted utilities.


Logit-Q Dynamics for Efficient Learning in Stochastic Teams

arXiv.org Artificial Intelligence

We show that the logit-Q dynamics presented reach (near) efficient equilibrium in stochastic teams. We quantify a bound on the approximation error. We also show the rationality of the logit-Q dynamics against agents following pure stationary strategies and the convergence of the dynamics in stochastic games where the reward functions induce potential games, yet only a single agent controls the state transitions beyond stochastic teams. The key idea is to approximate the dynamics with a fictional scenario where the Q-function estimates are stationary over finite-length epochs only for analysis. We then couple the dynamics in the main and fictional scenarios to show that these two scenarios become more and more similar across epochs due to the vanishing step size.


A Coupling Approach to Analyzing Games with Dynamic Environments

arXiv.org Artificial Intelligence

The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in real situations, the strategic environment varies as a result of past agent choices. Unfortunately, the analysis techniques that enabled a rich characterization of the emergent behavior in static environment games fail to cope with dynamic environment games. To address this, we develop a general framework using probabilistic couplings to extend the analysis of static environment games to dynamic ones. Using this approach, we obtain sufficient conditions under which traditional characterizations of Nash equilibria with best response dynamics and stochastic stability with log-linear learning can be extended to dynamic environment games. As a case study, we pose a model of cyber threat intelligence sharing between firms and a simple dynamic game-theoretic model of social precautions in an epidemic, both of which feature dynamic environments. For both examples, we obtain conditions under which the emergent behavior is characterized in the dynamic game by performing the traditional analysis on a reference static environment game.