Constrained cost-coupled stochastic games with independent state processes

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.
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https://hal.archives-ouvertes.fr/hal-01311612
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Submitted on : Wednesday, May 4, 2016 - 2:46:18 PM
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Eitan Altman, Konstantin Avrachenkov, Nicolas Bonneau, Merouane Debbah, Rachid El-Azouzi. Constrained cost-coupled stochastic games with independent state processes. Operations Research Letters, Elsevier, 2008, ⟨10.1016/j.orl.2007.05.010⟩. ⟨hal-01311612⟩

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