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Learning a Correlated Equilibrium with Perturbed Regret Minimization

Abstract : In this paper, we consider the problem of learning a correlated equilibrium of a finite non-cooperative game and show a new adaptive heuristic, called Correlated Perturbed Regret Minimization (CPRM) for this purpose. CPRM combines regret minimization to approach the set of correlated equilibria and a simple device suggesting actions to the players to further stabilize the dynamic. Numerical experiments support the hypothesis of the pointwise convergence of the empirical distribution over action profiles to an approximate correlated equilibrium with all players following the devices' suggestions. Additional simulation results suggest that CPRM is adaptive to changes in the game such as departures or arrivals of players.
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https://hal.inria.fr/hal-03860948
Contributor : Eitan Altman Connect in order to contact the contributor
Submitted on : Saturday, November 19, 2022 - 12:39:19 AM
Last modification on : Tuesday, November 22, 2022 - 3:37:44 AM

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  • HAL Id : hal-03860948, version 1

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Omar Boufous, Rachid El-Azouzi, Mikaël Touati, Eitan Altman, Mustapha Bouhtou. Learning a Correlated Equilibrium with Perturbed Regret Minimization. EAI VALUETOOLS 2022 - 15th EAI International Conference on Performance Evaluation Methodologies and Tools, Nov 2022, Ghent, Belgium. ⟨hal-03860948⟩

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