$Q$ Can Play That Game: Online Fitted $Q$-Iteration for Continuous-Action Zero-Sum Markov Games with Convex-Concave Function Approximation
Zero-sum Markov games arise in a wide variety of sequential decision-making problems such as adversarial learning and planning against modeled uncertainties. However, prior work on finite-sample guarantees on the learned state-action value function ($Q$-function) for zero-sum Markov games is largely restricted to finit...