An actor-critic algorithm for multi-agent learning in queue-based stochastic games

Document Type

Article

Publication Title

Neurocomputing

Abstract

We consider state-dependent pricing in a two-player service market stochastic game where state of the game and its transition dynamics are modeled using a semi-Markovian queue. We propose a multi-time scale actor–critic based reinforcement algorithm for multi-agent learning under self-play and provide experimental results on Nash convergence.

Publication Date

1-4-2014

Publisher

Elsevier

Volume

Vol.127

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