Discrete-Time Ergodic Mean-Field Games with Average Reward on Compact Spaces.
Piotr WiecekPublished in: Dyn. Games Appl. (2020)
Keyphrases
- average reward
- markov chain
- semi markov decision processes
- stochastic games
- repeated games
- markov decision processes
- optimal policy
- long run
- monte carlo
- finite state
- stationary distribution
- optimality criterion
- discounted reward
- markov random field
- reinforcement learning
- state and action spaces
- transition probabilities
- policy iteration
- model free
- nash equilibria
- state space
- infinite horizon
- nash equilibrium
- game theory
- decision problems
- random walk