Zero-sum constrained stochastic games with independent state processes
We consider a zero-sum stochastic game with side constraints for both players with a special structure. There are two independent controlled Markov chains, one for each player. The transition probabilities of the chain associated with a player as well as the related side constraints depend only on the actions of the corresponding player; the side constraints also depend on the player’s controlled chain. The global cost that player 1 wishes to minimize and that player 2 wishes to maximize, depend however on the actions and Markov chains of both players. We obtain a linear programming formulations that allows to compute the value and saddle point policies for this problem. We illustrate the theoretical results through a zero-sum stochastic game in wireless networks in which each player has power constraints Copyright Springer-Verlag 2005
Year of publication: |
2005
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Authors: | Altman, Eitan ; Avrachenkov, Konstantin ; Marquez, Richard ; Miller, Gregory |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 62.2005, 3, p. 375-386
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Publisher: |
Springer |
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