The game-theoretical approach to Markov decision problems and determining Nash equilibria for stochastic positional games.
Dmitrii LozovanuPublished in: Int. J. Math. Model. Numer. Optimisation (2011)
Keyphrases
- nash equilibria
- markov decision problems
- game theory
- nash equilibrium
- stochastic games
- pure strategy
- incomplete information
- game theoretic
- fictitious play
- solution concepts
- linear programming
- partially observable
- dynamic programming
- state space
- queueing networks
- reinforcement learning
- monte carlo
- decision problems
- decision theoretic
- cooperative
- expected utility
- pareto optimal
- utility function
- optimal policy
- transition probabilities
- autonomous agents
- multistage
- normal form games