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Learning in nonatomic games, Part I: Finite action spaces and population games

Hadikhanloo, Saeed; Laraki, Rida; Mertikopoulos, Panayotis; Sorin, Sylvain (2021), Learning in nonatomic games, Part I: Finite action spaces and population games. https://basepub.dauphine.psl.eu/handle/123456789/22294

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NonatomicLearningI.pdf (493.7Kb)
Type
Document de travail / Working paper
Date
2021
Series title
Preprint Lamsade
Published in
Paris
Metadata
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Author(s)
Hadikhanloo, Saeed
Tweag I/O
Laraki, Rida cc
Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
Mertikopoulos, Panayotis cc
Performance analysis and optimization of LARge Infrastructures and Systems [POLARIS ]
Sorin, Sylvain
Institut de Mathématiques de Jussieu - Paris Rive Gauche [IMJ-PRG (UMR_7586)]
Abstract (EN)
We examine the long-run behavior of a wide range of dynamics for learning in nonatomic games, in both discrete and continuous time. The class of dynamics under consideration includes fictitious play and its regularized variants, the best reply dynamics (again, possibly regularized), as well as the dynamics of dual averaging / "follow the regularized leader" (which themselves include as special cases the replicator dynamics and Friedman's projection dynamics). Our analysis concerns both the actual trajectory of play and its time-average, and we cover potential and monotone games, as well as games with an evolutionarily stable state (global or otherwise). We focus exclusively on games with finite action spaces; nonatomic games with continuous action spaces are treated in detail in Part II.
Subjects / Keywords
Learning Theory; Nonatomic games; Fictitious play; Dual averaging; Evolutionary stability; Nash equilibrium; Variational inequalities

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