Constrained Cost-Coupled Stochastic Games with Independent State Processes
摘要
We consider a non-cooperative constrained stochastic games with N players with the following special structure. With each player there is an associated controlled Markov chain. The transition probabilities of the i-th Markov chain depend only on the state and actions of controller i. The information structure that we consider is such that each player knows the state of its own MDP and its own actions. It does not know the states of, and the actions taken by other players. Finally, each player wishes to minimize a time-average cost function, and has constraints over other time-avrage cost functions. Both the cost that is minimized as well as those defining the constraints depend on the state and actions of all players. We study in this paper the existence of a Nash equilirium. Examples in power control in wireless communications are given.
关键词
引用
@article{arxiv.cs/0703099,
title = {Constrained Cost-Coupled Stochastic Games with Independent State Processes},
author = {E. Altman and K. Avrachenkov and N. Bonneau and M. Debbah and R. El-Azouzi and D. Sadoc Menasche},
journal= {arXiv preprint arXiv:cs/0703099},
year = {2007}
}
备注
7 pages, submitted in september 2006 to Operations Research Letters