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arXiv 1506.03311cs.GTcs.NI
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随机联盟的更优响应动力学与强纳什均衡

Stochastic Coalitional Better-response Dynamics and Strong Nash Equilibrium

Konstantin Avrachenkov, Vikas Vikram Singh

摘要:

本文研究无限域上n人有限对策中局中人之间的联盟形成问题。每次随机形成的联盟都与当前动作简档产生联合偏差,使得在新的动作简档中,来自联盟的所有玩家都严格受益。这种偏差定义了一个联盟更好的响应(CBR)的动态,一般是随机的。CBR动态要么收敛到一个强纳什均衡,要么停留在一个封闭的循环。我们还假设,在每一次选定的联盟作出错误的偏差与小概率添加突变(扰动)到CBR动态。我们证明了所有的强纳什均衡和闭循环都是随机稳定的,即,当突变消失时,它们被扰动CBR动力学选择。对于严格强纳什均衡,类似的陈述也成立。我们将CBR动力学应用到网络形成博弈中,证明了所有强稳定的网络和闭圈都是随机稳定的。

英文摘要:

We consider coalition formation among players in an n-player finite strategic game over infinite horizon. At each time a randomly formed coalition makes a joint deviation from a current action profile such that at new action profile all players from the coalition are strictly benefited. Such deviations define a coalitional better-response (CBR) dynamics that is in general stochastic. The CBR dynamics either converges to a strong Nash equilibrium or stucks in a closed cycle. We also assume that at each time a selected coalition makes mistake in deviation with small probability that add mutations (perturbations) into CBR dynamics. We prove that all strong Nash equilibria and closed cycles are stochastically stable, i.e., they are selected by perturbed CBR dynamics as mutations vanish. Similar statement holds for strict strong Nash equilibrium. We apply CBR dynamics to the network formation games and we prove that all strongly stable networks and closed cycles are stochastically stable.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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