Convergence analysis for pure stationary strategies in repeated potential games: Nash, Lyapunov and correlated equilibria

作者：

Highlights：

• We formally introduce Lyapunov games for Markov chains.

• We provide the convergence analysis for pure stationary strategies in Lyapunov games.

• We provide an algorithm for the numerical realization of the best-reply strategy.

• We prove under mild assumptions that the Nash, Lyapunov and Correlated equilibria coincide.

摘要

•We formally introduce Lyapunov games for Markov chains.•We provide the convergence analysis for pure stationary strategies in Lyapunov games.•We provide an algorithm for the numerical realization of the best-reply strategy.•We prove under mild assumptions that the Nash, Lyapunov and Correlated equilibria coincide.

论文关键词：Nash equilibrium,Lyapunov equilibrium,Correlated equilibrium,Convergence,Complexity analysis,Repeated Markov games,Best-reply analysis

论文评审过程：Received 2 February 2015, Revised 5 November 2015, Accepted 6 November 2015, Available online 17 November 2015, Version of Record 1 December 2015.

论文官网地址：https://doi.org/10.1016/j.eswa.2015.11.006