An Approximate Dynamic Programming Approach to Repeated Games with Vector Losses
نویسندگان
چکیده
A seminal study showed repeated games with vector payoffs, which has had wide-ranging applications to decision making under uncertainty. Although this characterized the achievable guarantees in such long-run average payoff criterion, characterization and computation of these discounted criterion have remained a significant gap literature. In “An Approximate Dynamic Programming Approach Repeated Games Vector Losses,” V. Kamble, P. Loiseau, J. Walrand develop set-valued dynamic programming approach along an approximation framework fully address problem. This theory results new algorithms that beat state art for as exact regret minimization well-known problem prediction expert advice.
منابع مشابه
Games with vector payoffs : a dynamic programming approach
Games with Vector Payoffs : A Dynamic Programming Approach by Vijay Sukumar Kamble Doctor of Philosophy in Engineering – Electrical Engineeing and Computer Sciences University of California, Berkeley Professor Jean Walrand, Chair In several decision-making scenarios in adversarial environments, a decision-maker cares about multiple objectives at the same time. For example, in certain defense op...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2022
ISSN: ['1526-5463', '0030-364X']
DOI: https://doi.org/10.1287/opre.2022.2334