Discounted Robust Stochastic Games and an Application to Queueing Control.
Erim KardesFernando OrdóñezRandolph W. HallPublished in: Oper. Res. (2011)
Keyphrases
- stochastic games
- markov decision processes
- average reward
- nash equilibria
- long run
- infinite horizon
- robust optimization
- dynamic programming
- optimal control
- multiagent reinforcement learning
- repeated games
- optimal policy
- nash equilibrium
- incomplete information
- learning automata
- finite horizon
- lower bound
- multi agent systems
- decision making
- machine learning