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

  • Authors:
  • D. Krishna Sundar;K. Ravikumar

  • Affiliations:
  • -;-

  • Venue:
  • Neurocomputing
  • Year:
  • 2014

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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.