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cs.MA2022★ 2 cited
Convergence and Price of Anarchy Guarantees of the Softmax Policy Gradient in Markov Potential Games
Dingyang Chen, Qi Zhang, Thinh T. Doan
We study the performance of policy gradient methods for the subclass of Markov games known as Markov potential games (MPGs), which extends the notion of normal-form potential games…
math.OC2022★ 1 cited
Regularized Gradient Descent Ascent for Two-Player Zero-Sum Markov Games
Sihan Zeng, Thinh T. Doan, Justin Romberg
We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the…