Title :
Polynomial stochastic games via sum of squares optimization
Author :
Shah, Parikshit ; Parrilo, Pablo A.
Author_Institution :
Massachusetts Inst. of Technol., Cambridge
Abstract :
Stochastic games are an important class of games that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards. The players are assumed to have infinite strategy spaces and the payoffs are assumed to be polynomials. In this paper we restrict our attention to a very special class of games for which the single-controller assumption holds. It is shown that minimax equilibria and optimal strategies for such games may be obtained via semidefinite programming.
Keywords :
Markov processes; mathematical programming; minimax techniques; optimal control; polynomials; stochastic games; generalize Markov decision processes; infinite time horizon; minimax equilibria; optimal strategies; polynomial stochastic games; semidefinite programming; single-controller assumption; squares optimization sum; two-player zero-sum stochastic games; Game theory; Linear programming; Minimax techniques; Nash equilibrium; Polynomials; Power system modeling; Space technology; State-space methods; Stochastic processes; USA Councils;
Conference_Titel :
Decision and Control, 2007 46th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
978-1-4244-1497-0
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2007.4434492