Constrained cost-coupled stochastic games with independent state processes
Tài liệu tham khảo
Altman, 1999
E. Altman, K. Avrachenkov, R. Marquez, G. Miller, Zero-sum constrained stochastic games with independent state processes, Math. Methods Oper. Res. (2005).
Altman, 2007, Discrete power control: cooperative and non-cooperative optimization
Altman, 1993, Stability and singular perturbations in constrained Markov decision problems, IEEE Trans. Autom. Control, 38, 971, 10.1109/9.222313
Altman, 1991, Sensitivity of constrained Markov decision problems, Ann. Oper. Res., 32, 1, 10.1007/BF02204825
Altman, 1991, Markov decision problems and state-action frequencies, SIAM J. Control Optim., 29, 786, 10.1137/0329043
Altman, 2000, vol. 5, 303
Altman, 1995, The linear program approach in Markov decision problems revisited, ZOR-Methods Models Oper. Res., 42, 169, 10.1007/BF01415752
Arrow, 1954, Existence of an equilibrium for a competitive economy, Econometrica, 22, 265, 10.2307/1907353
Aumann, 1995
Dantzig, 1967, On the continuity of the minimum set of a continuous function, J. Math. Anal. Appl., 17, 519, 10.1016/0022-247X(67)90139-4
Debreau, 1952, A social equilibrium existence theorem, Proc. Natl. Acad. Sci. USA, 38, 886, 10.1073/pnas.38.10.886
Filar, 1996
Gómez-Ramírez, 2003, Saddle-point calculation for constrained finite Markov chains, J. Econ. Dyn. Control, 27, 1833, 10.1016/S0165-1889(02)00085-4
Hordijk, 1981, Linear Programming and Markov Games I, 291
Hordijk, 1981, Linear Programming and Markov Games II, 307
Hordijk, 1984, Constrained undiscounted stochastic dynamic programming, Math. Oper. Res., 9, 10.1287/moor.9.2.276
M. Huang, R. P. Malhamé, P.E. Caines, On a class of large-scale cost-coupled Markov games with applications to decentralized power control, IEEE CDC, Atlantis, Paradise Island, Bahama, December 2004.
M. Huang, R. P. Malhamé, P.E. Caines, Nash strategies and adaptation for decentralized games involving weakly coupled agents, IEEE CDC, December 2005.
Kallenberg, 1994, Survey of linear programming for standard and nonstandard Markovian control problems, Part I: Theory, ZOR—Methods Models Oper. Res., 40, 1, 10.1007/BF01414028
Mertens, 1981, Stochastic games, Int. J. Game Theory, 10, 53, 10.1007/BF01769259
Rosen, 1965, Existence and Uniqueness of Equilibrium Points for Concave N-Person Games, Econometrica, 33, 153, 10.2307/1911749
Rosenberg, 2003, Stochastic games with imperfect monitoring
Shimkin, 1994, Stochastic games with average cost constraints
Simon, 2002, Equilibrium existence and topology in some repeated games with incomplete information, Trans. Am. Math. Soc., 354, 5005, 10.1090/S0002-9947-02-03098-2
Vrieze, 1981, Linear programming and undiscounted stochastic games in which one player controls transitions, OR Spektrum, 3, 29, 10.1007/BF01721195