Sensitivity Analysis for Markov Decision Process Congestion Games.
Sarah H. Q. LiDaniel J. CalderoneLillian J. RatliffBehçet AçikmesePublished in: CoRR (2019)
Keyphrases
- sensitivity analysis
- markov decision process
- congestion games
- finite horizon
- pure strategy
- state space
- markov decision processes
- pure nash equilibria
- nash equilibria
- optimal policy
- managerial insights
- reinforcement learning
- infinite horizon
- temporal difference learning
- initial state
- influence diagrams
- variational inequalities
- pure nash equilibrium
- game theoretic
- reward function
- nash equilibrium
- decision problems
- dynamic programming
- closed form
- stochastic games
- game theory
- cost function