DocumentCode
2112955
Title
Stochastic games and flow control models
Author
Sennott, Linn I.
Author_Institution
Dept. of Math., Illinois State Univ., Normal, IL, USA
fYear
1993
fDate
15-17 Dec 1993
Firstpage
3375
Abstract
Studies zero-sum and nonzero-sum stochastic games on a countable state space and with nonnegative (possibly unbounded) costs. For zero-sum games, conditions are given for the existence of an optimal randomized stationary strategy pair in the discounted and average cost cases. For discounted and average cost nonzero-sum games, conditions are given for the existence of a randomized stationary strategy vector that is a Nash equilibrium. The results are applied to various flow control situations that may be modeled as stochastic games
Keywords
decision theory; flow control; game theory; packet switching; set theory; telecommunication traffic; Nash equilibrium; average cost; countable state space; discounted cost; flow control models; nonnegative costs; nonzero-sum stochastic games; optimal randomized stationary strategy pair; randomized stationary strategy vector; zero-sum games; Bismuth; Control systems; Cost function; History; Infinite horizon; Mathematics; Nash equilibrium; State-space methods; Stochastic processes; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location
San Antonio, TX
Print_ISBN
0-7803-1298-8
Type
conf
DOI
10.1109/CDC.1993.325837
Filename
325837
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