Value Function Approximation in Zero-Sum Markov Games
  This paper investigates value function approximation in the context of
zero-sum Markov games, which can be viewed as a generalization of the Markov
decision process (MDP) framework to the two-agent case. We generalize error
bounds from MDPs to Markov games and describe generalizations of reinforcement
learning algorithms to Markov games. We present a generalization of the optimal
stopping problem to a two-player simultaneous move Markov game. For this
special problem, we provide stronger bounds and can guarantee convergence for
LSTD and temporal difference learning with linear value function approximation.
We demonstrate the viability of value function approximation for Markov games
by using the Least squares policy iteration (LSPI) algorithm to learn good
policies for a soccer domain and a flow control problem.
