Name
Abstract | ||
|---|---|---|
We consider a zero-sum stochastic game with side constraints for both players with a special structure. There are two independent con- trolled 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 pro- gramming (LP) 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. |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1007/s00186-005-0034-4 | Mathematical Methods of Operations Research |
Keywords | DocType | Volume |
wireless network,markov chain,transition probability,saddle point | Journal | 62 |
Issue | ISSN | Citations |
3 | 1432-5217 | 8 |
PageRank | References | Authors |
1.39 | 3 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Eitan Altman | 1 | 5085 | 516.73 |
| Konstantin Avrachenkov | 2 | 1250 | 126.17 |
| Richard Marquez | 3 | 19 | 4.31 |
| Gregory Miller | 4 | 34 | 5.21 |