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Documents authored by Zielonka, Wieslaw


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

Authors: Wieslaw Zielonka

Published in: LIPIcs, Volume 8, IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2010)


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.

Cite as

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)


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@InProceedings{zielonka:LIPIcs.FSTTCS.2010.65,
  author =	{Zielonka, Wieslaw},
  title =	{{Playing in stochastic environment: from multi-armed bandits to two-player games}},
  booktitle =	{IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2010)},
  pages =	{65--72},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-939897-23-1},
  ISSN =	{1868-8969},
  year =	{2010},
  volume =	{8},
  editor =	{Lodaya, Kamal and Mahajan, Meena},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/LIPIcs.FSTTCS.2010.65},
  URN =		{urn:nbn:de:0030-drops-28500},
  doi =		{10.4230/LIPIcs.FSTTCS.2010.65},
  annote =	{Keywords: two-player zero-sum game, one-player zero-sum game, multi-armed bandit, memoryless deterministic strategy}
}
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