License: 
Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported license (CC BY-NC-ND 3.0)
When quoting this document, please refer to the following
DOI: 10.4230/LIPIcs.FSTTCS.2010.65
URN: urn:nbn:de:0030-drops-28500
URL: http://dagstuhl.sunsite.rwth-aachen.de/volltexte/2010/2850/
Zielonka, Wieslaw
Playing in stochastic environment: from multi-armed bandits to two-player games
Abstract
Given a zero-sum infinite game we examine the question if players have optimal memoryless deterministic strategies. It turns out that under some general conditions the problem for two-player games can be reduced to the same problem for one-player games which in turn can be reduced to a simpler related problem for multi-armed bandits.
BibTeX - Entry
@InProceedings{zielonka:LIPIcs:2010:2850,
author = {Wieslaw Zielonka},
title = {{Playing in stochastic environment: from multi-armed bandits to two-player games}},
booktitle = {IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2010)},
pages = {65--72},
series = {Leibniz International Proceedings in Informatics (LIPIcs)},
ISBN = {978-3-939897-23-1},
ISSN = {1868-8969},
year = {2010},
volume = {8},
editor = {Kamal Lodaya and Meena Mahajan},
publisher = {Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik},
address = {Dagstuhl, Germany},
URL = {http://drops.dagstuhl.de/opus/volltexte/2010/2850},
URN = {urn:nbn:de:0030-drops-28500},
doi = {10.4230/LIPIcs.FSTTCS.2010.65},
annote = {Keywords: two-player zero-sum game, one-player zero-sum game, multi-armed bandit, memoryless deterministic strategy}
}
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Keywords: |
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two-player zero-sum game, one-player zero-sum game, multi-armed bandit, memoryless deterministic strategy |
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Collection: |
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IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2010) |
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Issue Date: |
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2010 |
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Date of publication: |
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14.12.2010 |
