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Constrained cost-coupled stochastic games with independent state processes |
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| Authors: | Eitan Altman Konstantin Avrachenkov Merouane Debbah Daniel Sadoc Menasche |
| Institution: | a INRIA, Centre Sophia-Antipolis, 2004 Route des Lucioles, B.P. 93, 06902 Sophia-Antipolis Cedex, France b Mobile Communications Group, Institut Eurecom, 2229 Route des Crêtes, B.P. 193, 06904 Sophia Antipolis Cedex, France c Supelec, Plateau de Moulon, 91192 Gif sur Yvette, France d LIA, Univesité d’Avignon, 339, Chemin des Meinajaries, Agroparc BP 1228, 84911 Avignon Cedex 9, France e Department of Computer Science, University of Massachusetts, Amherst, MA 01003, USA |
| Abstract: | We study non-cooperative constrained stochastic games in which each player controls its own Markov chain based on its own state and actions. Interactions between players occur through their costs and constraints which depend on the state and actions of all players. We provide an example from wireless communications. |
| Keywords: | CMDPs Game theory Nash equilibrium Linear program |
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