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  • https://doi.org/10.1109/tcns.2017.2655723Copy DOI Icon

Independent Log-Linear Learning in Potential Games With Continuous Actions

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Abstract

Game theoretic learning in multiagent systems is a rapidly developing area of research. It gained popularity since the wide range of optimization problems in multiagent systems can be reformulated in terms of potential games, where the set of potential function maximizers represents the set of optimal states. The crucial point of such approach is the design of local decision rules that leads the system to a potential function maximizer. In this paper, we consider the independent log-linear learning procedure applicable to continuous action potential games. We provide the analysis of the stochastic stability of potential function maximizers in case of continuous action games. To analyze the behavior of the underlying Markov chain, we develop a new method for approximating the initial chain with continuous states by chains whose long run properties can be established. After that, we study the finite time behavior of the algorithm with a definite time-dependent parameter and obtain settings that guarantee an efficient implementation of the learning procedure under consideration.

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