Convergence of “Best-response Dynamics” in Zero-sum Stochastic Games
نویسندگان
چکیده
Given a two-player zero-sum discounted-payoff stochastic game, we introduce three classes of continuous-time best-response dynamics, stopping-time best-response dynamics, closed-loop best-response dynamics, and open-loop best-response dynamics. We show the global convergence of the first two classes to the set of minimax strategy profiles, and the convergence of the last class when the players are not patient. We also show that the payoffs in a modified closed-loop bestresponse dynamic converges to the asymptotic value in the zero-sum stochastic game.
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تاریخ انتشار 2015