A simple learning rule with monitoring leading to Nash Equilibrium under delays
نویسندگان
چکیده
We first propose a general game-theoretic framework for studying engineering systems consisting of interacting (sub)systems. Our framework enables us to capture the delays often present in engineering systems as well as asynchronous operations of systems. We model the interactions among the systems using a repeated game and provide a new simple learning rule for the players representing the systems. We show that if all players update their actions via the proposed learning rule, their action profile converges to a pure-strategy Nash equilibrium with probability one. Further, we demonstrate that the expected convergence time is finite by proving that the probability that the players have not converged to a pure-strategy Nash equilibrium decays geometrically with time.
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