Regret Testing: Learning to Play Nash Equilibrium Without Knowing You Have an Opponent

Abstract

A learning rule is uncoupled if a player does not condition his strategy on the opponent's payoffs. It is radically uncoupled if a player does not condition his strategy on the opponent's actions or payoffs. We demonstrate a family of simple, radically uncoupled learning rules whose period-by-period behavior comes arbitrarily close to Nash equilibrium behavior in any finite two-person game.