Game Theory, Markov Game, and Markov Decision ...最全版.pptVIP

Classification of Game Theory Two-person, zero-sum games One player wins = The other one loses Two-person, constant-sum games N-person game Nonzero-sum game Game Theory, Markov Game and Markov Decision Processes: A Concise Survey */23 yrty Outline Game Theory Decision Theory Markov Game Markov Decision Processes Conclusion Game Theory, Markov Game and Markov Decision Processes: A Concise Survey */23 yrty Decision Theory (1/2) Probability Theory + Utility Theory = Decision Theory Describes what an agent should believe based on evidence. Describes what an agent wants. Describes what an agent should do. Game Theory, Markov Game and Markov Decision Processes: A Concise Survey */23 yrty Decision Theory (2/2) The decision maker needs to choose one of the possible actions Each combination of an action and a state of nature would result in a payoff (table) This payoff table should be used to find an optimal action for the decision maker according to an appropriate criterion Game Theory, Markov Game and Markov Decision Processes: A Concise Survey */23 yrty Outline Game Theory Decision Theory Markov Game Markov Decision Processes Conclusion Game Theory, Markov Game and Markov Decision Processes: A Concise Survey */23 yrty Markov Game Markov games is an extension of game theory to MDP like environments Markov game assumption such that the decisions of users are only based on the current state Game Theory, Markov Game and Markov Decision Processes: A Concise Survey */23 yrty Outline Game Theory Decision Theory Markov Game Markov Decision Processes Conclusion Game Theory, Markov Game and Markov Decision Processes: A Concise Survey */23 yrty Markov Decision Processes (1/2) Markov decision processes (MDPs) theory has developed substantially in the last three decades and become an established topic within many operational research. Modeling of (infinite) sequence of recurring decision problems (general behavioral strategies) MDPs defined Objective funct