Empirical approximation of Nash equilibria in finite Markov games with discounted payoffs

DOI10.1002/ASJC.2932MaRDI QIDQ6580870zbMATH OpenFDO

Authors Alan D. Robles-Aguilar, David González-Sánchez, Jesus Adolfo Minjárez-Sosa

Publication date 30 July 2024

Published in Asian Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASJC.2932

zbMATH Keywords

discounted criterionempirical estimationMarkov gamesNash equilibrium

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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• Zero-sum discrete-time Markov games with unknown disturbance distribution. Discounted and average criteria
• Zero-sum stochastic games with partial information

Cited in

(2)

• Markov games with unknown random state-actions-dependent discount factors: empirical estimation
• Fully cooperative games with state and input constraints using reinforcement learning based on control barrier functions

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