{"ID":2847727,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2511.11602","arxiv_id":"2511.11602","title":"Aspiration-based Perturbed Learning Automata in Games with Noisy Utility Measurements. Part A: Stochastic Stability in Non-zero-Sum Games","abstract":"Reinforcement-based learning has attracted considerable attention both in modeling human behavior as well as in engineering, for designing measurement- or payoff-based optimization schemes. Such learning schemes exhibit several advantages, especially in relation to filtering out noisy observations. However, they may exhibit several limitations when applied in a distributed setup. In multi-player weakly-acyclic games, and when each player applies an independent copy of the learning dynamics, convergence to (usually desirable) pure Nash equilibria cannot be guaranteed. Prior work has only focused on a small class of games, namely potential and coordination games. To address this main limitation, this paper introduces a novel payoff-based learning scheme for distributed optimization, namely aspiration-based perturbed learning automata (APLA). In this class of dynamics, and contrary to standard reinforcement-based learning schemes, each player's probability distribution for selecting actions is reinforced both by repeated selection and an aspiration factor that captures the player's satisfaction level. We provide a stochastic stability analysis of APLA in multi-player positive-utility games under the presence of noisy observations. This is the first part of the paper that characterizes stochastic stability in generic non-zero-sum games by establishing equivalence of the induced infinite-dimensional Markov chain with a finite dimensional one. In the second part, stochastic stability is further specialized to weakly acyclic games.","short_abstract":"Reinforcement-based learning has attracted considerable attention both in modeling human behavior as well as in engineering, for designing measurement- or payoff-based optimization schemes. Such learning schemes exhibit several advantages, especially in relation to filtering out noisy observations. However, they may ex...","url_abs":"https://arxiv.org/abs/2511.11602","url_pdf":"https://arxiv.org/pdf/2511.11602v2","authors":"[\"Georgios C. Chasparis\"]","published":"2025-10-31T18:17:38Z","proceeding":"cs.LG","tasks":"[\"cs.LG\",\"cs.GT\",\"cs.MA\",\"math.OC\"]","methods":"[]","has_code":false}