Aufsatz(elektronisch)#116. Dezember 2020
Search for a saddle point of a convex-concave stochastic game by the adaptive method of mirror descent
In: Trudy Kolʹskogo naučnogo centra RAN. Gumanitarnye issledovanija = Humanitarian studies, Band 11, Heft 8-2020, S. 182-184
A stochastic game problem of 2 persons with a zero sum is considered, leading to the search for a saddle point of the game function based on the gradient approach. We study mirror descent algorithms, both adaptive and non-adaptive. The main results are proved. An illustrative example is discussed.