M.: Convergence of independent adaptive learners

Abstract. In this paper we analyze the convergence of independent adaptive learners in repeated games. We show that, in this class of games, independent adaptive learners converge to pure Nash equilibria in self play, if they exist, and to a best response strategy against stationary opponents. We discuss the relation between our result and convergence results of adaptive play [1]. The importance of our result stems from the fact that, unlike adaptive play, no communication/action observability is assumed. We also relate this result to recent results on the convergence of weakened ficticious play processes for independent learners [2,3]. Finally we present experimental results illustrating the main ideas of the paper.