Constrained cost-coupled stochastic games with independent state processes

Eitan Altman (1, 2, 3) , Konstantin Avrachenkov (3) , Nicolas Bonneau , Merouane Debbah (4, 5) , Rachid El-Azouzi (6)

1 CRISAM - Inria Sophia Antipolis - Méditerranée
2 LINCS - Laboratory of Information, Network and Communication Sciences
3 MAESTRO - Models for the performance analysis and the control of networks
4 Mathematical and Algorithmic Sciences Lab [Paris]
5 LANEAS - Large Networks and Systems Group
6 LIA - Laboratoire Informatique d'Avignon

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.

Mots clés: CMDPs; Game theory; Nash equilibrium; Linear program

Domaines: Informatique [cs]

Eitan Altman, Konstantin Avrachenkov, Nicolas Bonneau, Merouane Debbah, Rachid El-Azouzi. Constrained cost-coupled stochastic games with independent state processes. Operations Research Letters, 2008, ⟨10.1016/j.orl.2007.05.010⟩. ⟨hal-01311612⟩