Playing in stochastic environment: from multi-armed bandits to two-player games

Author Wieslaw Zielonka



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Wieslaw Zielonka

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Wieslaw Zielonka. Playing in stochastic environment: from multi-armed bandits to two-player games. In IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2010). Leibniz International Proceedings in Informatics (LIPIcs), Volume 8, pp. 65-72, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2010)
https://doi.org/10.4230/LIPIcs.FSTTCS.2010.65

Abstract

Given a zero-sum infinite game we examine the question if players have optimal memoryless deterministic strategies. It turns out that under some general conditions the problem for two-player games can be reduced to the same problem for one-player games which in turn can be reduced to a simpler related problem for multi-armed bandits.
Keywords
  • two-player zero-sum game
  • one-player zero-sum game
  • multi-armed bandit
  • memoryless deterministic strategy

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