Regularized Gradient Descent Ascent for Two-Player Zero-Sum Markov Games

@article{Zeng2022RegularizedGD,
  title={Regularized Gradient Descent Ascent for Two-Player Zero-Sum Markov Games},
  author={Sihan Zeng and Thinh T. Doan and Justin K. Romberg},
  journal={ArXiv},
  year={2022},
  volume={abs/2205.13746}
}
We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect to each player in an alternating fashion. However, due to the non-convexity/non-concavity of the underlying objective function, theoretical understandings of this method are limited. In our paper, we consider solving an entropy-regularized variant of the… 

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