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Markov games

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Efficient Reinforcement Learning In Multiple-Agent Systems And Its Application In Cognitive Radio Networks, Jing Zhang Apr 2012

Efficient Reinforcement Learning In Multiple-Agent Systems And Its Application In Cognitive Radio Networks, Jing Zhang

Dissertations

The objective of reinforcement learning in multiple-agent systems is to find an efficient learning method for the agents to behave optimally. Finding Nash equilibrium has become the common learning target for the optimality. However, finding Nash equilibrium is a PPAD (Polynomial Parity Arguments on Directed graphs)-complete problem. The conventional methods can find Nash equilibrium for some special types of Markov games.

This dissertation proposes a new reinforcement learning algorithm to improve the search efficiency and effectiveness for multiple-agent systems. This algorithm is based on the definition of Nash equilibrium and utilizes the greedy and rational features of the agents. When …