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We deal with multi-agent Markov decision processes (MDPs) in which cooperation among players is allowed. We find a cooperative payoff distribution procedure (MDP-CPDP) that distributes in the course of the game the payoff that players would earn in the long run game. We show under which...
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We consider both discrete-time irreducible Markov chains with circulant transition probability matrix P and continuous-time irreducible Markov processes with circulant transition rate matrix Q. In both cases we provide an expression of all the moments of the mixing time. In the discrete case, we...
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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...
Persistent link: https://www.econbiz.de/10010847893
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...
Persistent link: https://www.econbiz.de/10010950277
We consider a finite buffer capacity GI/GI/c/K-type retrial queueing system with constant retrial rate. The system consists of a primary queue and an orbit queue. The primary queue has <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$c$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>c</mi> </math> </EquationSource> </InlineEquation> identical servers and can accommodate up to <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$K$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>K</mi> </math> </EquationSource> </InlineEquation> jobs (including <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$c$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>c</mi> </math> </EquationSource> </InlineEquation> jobs...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
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