arXiv (All)
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Fully Online Decentralized Learning in Stochastic Games with Unknown Independent Chains
computer-science-and-game-theorymachine-learningmultiagent-systemsoptimization-and-controlsystems-and-control
We consider stochastic games with independent controlled chains and unknown transition kernels, where players observe only their local states and realized payoffs. We develop a fully online, decentralized, and uncoordinated mirror-descent algorithm that operates in the dual space of occupancy measur
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