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A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes

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Title A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes
 
Creator SINGH, VV
HEMACHANDRA, N
 
Subject Constrained Markov decision processes
Occupation measure
Nash equilibrium
Mathematical program
Linear program
 
Description We characterize the stationary Nash equilibria of a N-player general sum constrained stochastic game with independent state processes studied in Altman et al. (2008), via the global minimizers of a certain non-convex mathematical program. We identify a subclass of these N-player general sum games called Additive Cost-Decoupled Constraints Cost games for which the above characterization is via linear programs. The linear programs for two player zero sum games as given in Altman et al. (2005) can be obtained as a special case of our mathematical program. (C) 2013 Elsevier B.V. All rights reserved.
 
Publisher ELSEVIER SCIENCE BV
 
Date 2014-12-28T15:19:26Z
2014-12-28T15:19:26Z
2014
 
Type Article
 
Identifier OPERATIONS RESEARCH LETTERS, 42(1)48-52
0167-6377
1872-7468
http://dx.doi.org/10.1016/j.orl.2013.11.007
http://dspace.library.iitb.ac.in/jspui/handle/100/16855
 
Language English