Asymptotically Efficient Adaptive Strategies in Repeated Games Part I: Certainty Equivalence Strategies

DOI10.1287/moor.20.3.743zbMath0844.90132OpenAlexW2100745981MaRDI QIDQ4864883

Adam Shwartz, Nahum Shimkin

Publication date: 25 February 1996

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.20.3.743

zbMATH Keywords

incomplete informationworst-case analysisdynamic decision makingtotal rewardstochastic adaptive controlrepeated matrix gamescertainly equivalence strategiesuncertain and competitive environment

Mathematics Subject Classification ID

Stochastic learning and adaptive control (93E35) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

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