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DOI: 10.4230/LIPIcs.STACS.2017.6
URN: urn:nbn:de:0030-drops-70260
URL: https://drops.dagstuhl.de/opus/volltexte/2017/7026/
Akian, Marianne ; Gaubert, Stéphane ; Grand-Clément, Julien ; Guillaud, Jérémie
The Operator Approach to Entropy Games
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Abstract
Entropy games and matrix multiplication games have been recently introduced by Asarin et al. They model the situation in which one player (Despot) wishes to minimize the growth rate of a matrix product, whereas the other player (Tribune) wishes to maximize it. We develop an operator approach to entropy games. This allows us to show that entropy games can be cast as stochastic mean payoff games in which some action spaces are simplices and payments are given by a relative entropy (Kullback-Leibler divergence). In this way, we show that entropy games with a fixed number of states belonging to Despot can be solved in polynomial time. This approach also allows us to solve these games by a policy iteration algorithm, which we compare with the spectral simplex algorithm developed by Protasov.
BibTeX - Entry
@InProceedings{akian_et_al:LIPIcs:2017:7026,
author = {Marianne Akian and St{\'e}phane Gaubert and Julien Grand-Cl{\'e}ment and J{\'e}r{\'e}mie Guillaud},
title = {{The Operator Approach to Entropy Games}},
booktitle = {34th Symposium on Theoretical Aspects of Computer Science (STACS 2017)},
pages = {6:1--6:14},
series = {Leibniz International Proceedings in Informatics (LIPIcs)},
ISBN = {978-3-95977-028-6},
ISSN = {1868-8969},
year = {2017},
volume = {66},
editor = {Heribert Vollmer and Brigitte Vallée},
publisher = {Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik},
address = {Dagstuhl, Germany},
URL = {http://drops.dagstuhl.de/opus/volltexte/2017/7026},
URN = {urn:nbn:de:0030-drops-70260},
doi = {10.4230/LIPIcs.STACS.2017.6},
annote = {Keywords: Stochastic games, Shapley operators, policy iteration, Perron eigenvalues, Risk sensitive control}
}
| Keywords: | Stochastic games, Shapley operators, policy iteration, Perron eigenvalues, Risk sensitive control | |
| Seminar: | 34th Symposium on Theoretical Aspects of Computer Science (STACS 2017) | |
| Issue date: | 2017 | |
| Date of publication: | 06.03.2017 |
