Sampled fictitious play for approximate dynamic programming.
Marina A. EpelmanArchis GhateRobert L. SmithPublished in: Comput. Oper. Res. (2011)
Keyphrases
- approximate dynamic programming
- fictitious play
- game theory
- linear program
- nash equilibria
- dynamic programming
- stochastic dynamic programming
- reinforcement learning
- nash equilibrium
- step size
- control policy
- policy iteration
- incomplete information
- game theoretic
- machine learning
- markov decision processes
- linear programming
- control system
- average cost
- multi agent
- genetic algorithm