SMCL - Stochastic Model Checker for Learning in Games

Abstract

A stochastic model checker is presented for analysing the performance of game-theoretic learning algorithms. The method enables the comparison of short-term behaviour of learning algorithms intended for practical use. The procedure of comparison is automated and it can be tuned for accuracy and speed. Users can choose from among various learning algorithms to select a suitable one for a given practical problem. The powerful performance of the method is enabled by a novel behaviour-similarity-relation, which compacts large state spaces into small ones. The stochastic model checking tool is tested on a set of examples classified into four categories to demonstrate the effectiveness of selecting suitable algorithms for distributed decision making.