By Topic

Learning through reinforcement for N-person repeated constrained games

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Poznyak, A.S. ; Dept. of Control Autom., CINVESTAV-IPN, Mexico City, Mexico ; Najim, K.

The design and analysis of an adaptive strategy for N-person averaged constrained stochastic repeated game are addressed. Each player is modeled by a stochastic variable-structure learning automaton. Some constraints are imposed on some functions of the probabilities governing the selection of the player's actions. After each stage, the payoff to each player as well as the constraints are random variables. No information concerning the parameters of the game is a priori available. The "diagonal concavity" conditions are assumed to be fulfilled to guarantee the existence and uniqueness of the Nash equilibrium. The suggested adaptive strategy which uses only the current realizations (outcomes and constraints) of the game is based on the Bush-Mosteller reinforcement scheme in connection with a normalization procedure. The Lagrange multipliers approach with a regularization is used. The asymptotic properties of this algorithm are analyzed. Simulation results illustrate the feasibility and the performance of this adaptive strategy.

Published in:

Systems, Man, and Cybernetics, Part B: Cybernetics, IEEE Transactions on  (Volume:32 ,  Issue: 6 )