Average-discounted equilibria in stochastic games.
János FleschFrank ThuijsmanO. J. VriezePublished in: Eur. J. Oper. Res. (1999)
Keyphrases
- stochastic games
- nash equilibria
- games with incomplete information
- markov decision processes
- average reward
- long run
- repeated games
- nash equilibrium
- infinite horizon
- average cost
- game theory
- incomplete information
- optimal policy
- game theoretic
- multiagent reinforcement learning
- dynamic programming
- finite horizon
- reinforcement learning
- policy iteration
- single agent
- state space
- resource allocation
- optimal control
- markov decision process
- robust optimization
- learning automata
- neural network
- multi agent