Softened Approximate Policy Iteration for Markov Games

Julien Pérolat, Bilal Piot, Matthieu Geist, Bruno Scherrer, Olivier Pietquin

Abstract: This paper reports theoretical and empirical investigations on the use of quasi-Newton methods to minimize the Optimal Bellman Residual (OBR) of zero-sum two-player Markov Games. First, it reveals ...