具有独立状态过程的约束费用耦合随机对策
Constrained Cost-Coupled Stochastic Games with Independent State Processes
摘要：
本文考虑一个具有以下特殊结构的N人非合作约束随机对策。每个参与者都有一个相关的受控马尔可夫链。第i个马尔可夫链的转移概率仅取决于控制器i的状态和动作。我们考虑的信息结构是这样的，每个参与者都知道自己的MDP状态和自己的行动。它不知道其他玩家的状态和所采取的行动。最后，每个参与者都希望最小化时间平均成本函数，并且对其他时间平均成本函数有约束。最小化的成本以及定义约束的成本都取决于所有参与者的状态和行为。本文研究了纳什均衡的存在性。给出了无线通信中功率控制的实例。
英文摘要：
We consider a non-cooperative constrained stochastic games with N players with the following special structure. With each player there is an associated controlled Markov chain. The transition probabilities of the i-th Markov chain depend only on the state and actions of controller i. The information structure that we consider is such that each player knows the state of its own MDP and its own actions. It does not know the states of, and the actions taken by other players. Finally, each player wishes to minimize a time-average cost function, and has constraints over other time-avrage cost functions. Both the cost that is minimized as well as those defining the constraints depend on the state and actions of all players. We study in this paper the existence of a Nash equilirium. Examples in power control in wireless communications are given.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
