<journal article>
ON THE LEARNING ALGORITHM OF 2-PERSON ZERO-SUM MARKOV GAME WITH EXPECTED AVERAGE REWARD CRITERION

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Abstract We develop a method for learning the optimal strategies of 2-person zero-sum Markov game with expected average reward criterion. To do this, at each stage the players play a modified matrix game with ...relation to each state, and then receive an information about the result of the game from a teacher. Using the information, the players generate a pair of mixed strategies with relation to each state used at next stage. Then, such a pair of mixed strategies generated by the players converges with probability one and in mean square to a pair of the optimal stationary strategies. Further, when the learning is stopped at some stage by the teacher, the probability of error is estimated.show more

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Created Date 2009.04.22
Modified Date 2020.10.22

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