Policy gradient methods find the Nash equilibrium in N-player general-sum linear-quadratic games
We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove convergence of the method we require a certain amount of noise in the system. We g...
| Main Authors: | , , |
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| Format: | Journal article |
| Sprog: | English |
| Udgivet: |
Journal of Machine Learning Research
2023
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