Asymptotically Efficient Adaptive Strategies in Repeated Games Part I: Certainty Equivalence Strategies

DOI10.1287/MOOR.20.3.743zbMATH Open0844.90132OpenAlexW2100745981MaRDI QIDQ4864883FDOQ4864883

Authors: Adam Shwartz, Nahum Shimkin 

Publication date: 25 February 1996

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.20.3.743

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zbMATH Keywords

incomplete informationworst-case analysisdynamic decision makingtotal rewardstochastic adaptive controlrepeated matrix gamescertainly equivalence strategiesuncertain and competitive environment

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20) Stochastic learning and adaptive control (93E35)

Cited In (8)

• The Empirical Bayes Envelope and Regret Minimization in Competitive Markov Decision Processes
• Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies
• Empirical approximation of Nash equilibria in finite Markov games with discounted payoffs
• A repeated imitation model with dependence between stages: decision strategies and rewards
• Estimation of Equilibria in an Advertising Game with Unknown Distribution of the Response to Advertising Efforts
• Asymptotically Efficient Adaptive Strategies in Repeated Games Part II. Asymptotic Optimality
• Title not available (Why is that?)
• Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side

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