A Theoretical Analysis of Cooperative Behavior in Multi-Agent Q-learning

Ludo Waltman and Uzay Kaymak ()

ERIM Report Series Research in Management from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

Abstract: A number of experimental studies have investigated whether cooperative behavior may emerge in multi-agent Q-learning. In some studies cooperative behavior did emerge, in others it did not. This report provides a theoretical analysis of this issue. The analysis focuses on multi-agent Q-learning in iterated prisoner’s dilemmas. It is shown that under certain assumptions cooperative behavior may emerge when multi-agent Q-learning is applied in an iterated prisoner’s dilemma. An important consequence of the analysis is that multi-agent Q-learning may result in non-Nash behavior. It is found experimentally that the theoretical results derived in this report are quite robust to violations of the underlying assumptions.

Keywords: Cooperation; Multi-Agent Q-Learning; Multi-Agent Reinforcement Learning; Nash Equilibrium; Prisoner’s Dilemma (search for similar items in EconPapers)
JEL-codes: C51 L15 M O32 (search for similar items in EconPapers)
Date: 2006-02-01
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Citations: View citations in EconPapers (1)

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