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Rational and convergent learning in stochastic games

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TLDR
This paper introduces two properties as desirable for a learning agent when in the presence of other learning agents, namely rationality and convergence, and contributes a new learning algorithm, WoLF policy hillclimbing, that is proven to be rational.
Abstract
This paper investigates the problem of policy learning in multiagent environments using the stochastic game framework, which we briefly overview. We introduce two properties as desirable for a learning agent when in the presence of other learning agents, namely rationality and convergence. We examine existing reinforcement learning algorithms according to these two properties and notice that they fail to simultaneously meet both criteria. We then contribute a new learning algorithm, WoLF policy hillclimbing, that is based on a simple principle: “learn quickly while losing, slowly while winning.” The algorithm is proven to be rational and we present empirical results for a number of stochastic games showing the algorithm converges.

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References
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Machine learning

TL;DR: Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis.
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Decisions with Multiple Objectives: Preferences and Value Trade-Offs

TL;DR: In this article, a confused decision maker, who wishes to make a reasonable and responsible choice among alternatives, can systematically probe his true feelings in order to make those critically important, vexing trade-offs between incommensurable objectives.
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Equilibrium points in n-person games

TL;DR: A concept of an n -person game in which each player has a finite set of pure strategies and in which a definite set of payments to the n players corresponds to each n -tuple ofpure strategies, one strategy being taken for each player.
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Introduction to Reinforcement Learning

TL;DR: In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the key ideas and algorithms of reinforcement learning.