Learning, matching, and aggregation

• 成果类型: Article
• 署名作者: Hopkins, E
• 署名单位: University of Edinburgh
• 刊物名称: GAMES AND ECONOMIC BEHAVIOR
• ISSN/ISSBN: 0899-8256
• DOI: 10.1006/game.1998.0647
• 发表日期: 1999
• 页码: 79-110
• 关键词: games; Fictitious play; Reinforcement Learning; EVOLUTION

摘要

Fictitious play and stimulus-response/reinforcement learning are examined in the context of a large population where agents are repeatedly randomly matched. We show that the aggregation of this learning behavior can be qualitatively different from learning at the level of the individual. This aggregate dynamic belongs to the same class of simply defined dynamic as do several formulations of evolutionary dynamics. We obtain sufficient conditions for convergence and divergence which are valid for the whole class of dynamics. These results are therefore robust to most specifications of adaptive behavior. Classification Numbers: C72, D83. (C) 1999 Academic Press.