2007/03/21 by E. Altman, Eitan Altman, K. Avrachenkov +15
Computer Science · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Computer Science and Game Theory (cs.GT) #Economic theories and models #FOS: Computer and information sciences #Game Theory and Applications #Game Theory and Voting Systems #Information Theory (cs.IT) #cs.GT #cs.IT #math.IT
paper · pdf · doi:10.48550/arxiv.cs/0703099
7 pages, submitted in september 2006 to Operations Research Letters
arxiv created 2007/03/21 · openalex publication_date 2007/03/21 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.