Constrained cost-coupled stochastic games with independent state processes

Authors:
Eitan Altman;Konstantin Avrachenkov;Nicolas Bonneau;Merouane Debbah;Rachid El-Azouzi;Daniel Sadoc Menasche
Affiliations:
INRIA, Centre Sophia-Antipolis, 2004 Route des Lucioles, B.P. 93, 06902 Sophia-Antipolis Cedex, France;INRIA, Centre Sophia-Antipolis, 2004 Route des Lucioles, B.P. 93, 06902 Sophia-Antipolis Cedex, France;INRIA, Centre Sophia-Antipolis, 2004 Route des Lucioles, B.P. 93, 06902 Sophia-Antipolis Cedex, France and Mobile Communications Group, Institut Eurecom, 2229 Route des Crêtes, B.P. 193, 0690 ...;Supelec, Plateau de Moulon, 91192 Gif sur Yvette, France;LIA, Univesité d'Avignon, 339, Chemin des Meinajaries, Agroparc BP 1228, 84911 Avignon Cedex 9, France;Department of Computer Science, University of Massachusetts, Amherst, MA 01003, USA
Venue:
Operations Research Letters
Year:
2008

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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.