Reinforcement Learning for Nash Equilibrium Generation

Abstract

Copyright © 2015, International Foundation for Autonomous Agents and Multiagent Systems (www.ifaamas.org). All rights reserved.We propose a new conceptual multi-agent framework which, given a game with an undesirable Nash equilibrium, will almost surely generate a new Nash equilibrium at some predetennined, more desirable pure action profile. The agent(s) targeted for reinforcement learn independently according to a standard model-free algorithm, using internally-generated states corresponding to high-level preference rankings over outcomes. We focus in particular on the case in which the additional reward can be considered as resulting from an internal (re-)appraisal, such that the new equilibrium is stable independent of the continued application of the procedure