Gradient Play in Multi-Agent Markov Stochastic Games: Stationary Points and Convergence.
Runyu ZhangZhaolin RenNa LiPublished in: CoRR (2021)
Keyphrases
- stochastic games
- stationary points
- multi agent
- convergence analysis
- single agent
- multiagent reinforcement learning
- fixed point
- objective function
- mathematical programming
- constrained optimization
- nonlinear programming
- imperfect information
- multi agent systems
- markov chain
- nash equilibria
- cooperative
- markov decision processes
- robust optimization
- average reward
- game playing
- multiple agents
- global convergence
- learning automata
- nash equilibrium
- optimality conditions
- autonomous agents
- reinforcement learning
- genetic algorithm
- convergence rate