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- W74737318 abstract "Abstract : The authors consider a receding horizon approach as an approximate solution to two-person, zero-sum Markov games with infinite horizon discounted cost and average cost criteria. They first present error bounds from the optimal equilibrium value of the game when both players take correlated equilibrium receding horizon policies that are based on exact or approximate solutions of receding finite horizon subgames. Motivated by the worst-case optimal control of queueing systems by Altman, they then analyze error bounds when the minimizer plays the (approximate) receding horizon control and the maximizer plays the worst case policy. They give three heuristic examples of the approximate receding horizon control. They extend by Bertsekas and Castanon and and by Chang et al. into the Markov game setting within the framework of the approximate receding horizon approach and analyze their performances. From the rollout/parallel rollout approaches, the minimizing player seeks to improve the performance of a single heuristic policy it rolls out or to combine dynamically multiple heuristic policies in a set to improve the performances of all of the heuristic policies simultaneously under the guess that the maximizing player has chosen a fixed worst-case policy. Given epsilon > 0, they give the value of the receding horizon, which guarantees that the parallel rollout policy with the horizon played by the minimizer dominates any heuristic policy in the set by epsilon. From the hindsight optimization approach, the minimizing player makes a decision based on his or her expected optimal hindsight performance over a finite horizon. The authors discuss practical implementations of the receding horizon approaches via simulation." @default.
- W74737318 created "2016-06-24" @default.
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- W74737318 date "2001-12-15" @default.
- W74737318 modified "2023-09-27" @default.
- W74737318 title "Markov Games: Receding Horizon Approach" @default.
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