arXiv Machine Learning By Maxime Heuillet, Ola Ahmad, Audrey Durand

Randomized Confidence Bounds for Stochastic Partial Monitoring

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arXiv:2402. 05002v3 Announce Type: replace Abstract: The partial monitoring (PM) framework provides a theoretical formulation of sequential learning problems with incomplete feedback.

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arXiv Machine Learning
Aug 31

Aspiration-based Perturbed Learning Automata in Games with Noisy Utility Measurements. Part A: Stochastic Stability in Non-zero-Sum Games

The paper introduces aspiration-based perturbed learning automata (APLA), a payoff‑based learning scheme that incorporates an aspiration factor to reinforce action selection in distributed multi‑player games. It presents a stochastic stability analysis of APLA in positive‑utility games with noisy observations, establishing that the infinite‑dimensional Markov chain induced by the dynamics can be reduced to a finite‑dimensional one. This work extends previous results beyond potential and coordination games to generic non‑zero‑sum games, with a second part focusing on weakly acyclic games.

By Georgios C. Chasparis