The Empirical Bayes Envelope and Regret Minimization in Competitive Markov Decision Processes

DOI10.1287/MOOR.28.2.327.14483zbMATH Open1082.91027OpenAlexW2127974068MaRDI QIDQ5704129FDOQ5704129

Authors: Shie Mannor, Nahum Shimkin 

Publication date: 11 November 2005

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

Full work available at URL: https://semanticscholar.org/paper/f194e1e5b30b36442e86324adcddc6c1f4b729fb

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zbMATH Keywords

stochastic gamesapproachabilityregret minimizationcontrolled Markov processesBayes envelope

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

Cited In (8)

• No regrets about no-regret
• Multi-agent learning for engineers
• Regret minimization, willingness-to-accept-losses and framing
• Perspectives on multiagent learning
• Regret minimization in repeated matrix games with variable stage duration
• If multi-agent learning is the answer, what is the question?
• Approachability in Stackelberg stochastic games with vector costs
• Opportunistic approachability and generalized no-regret problems

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