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

DOI10.1287/moor.28.2.327.14483zbMath1082.91027OpenAlexW2127974068MaRDI QIDQ5704129

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

zbMATH Keywords

stochastic gamesapproachabilityregret minimizationcontrolled Markov processesBayes envelope

Mathematics Subject Classification ID

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

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