| Article ID: | iaor20091323 |
| Country: | Netherlands |
| Volume: | 36 |
| Issue: | 2 |
| Start Page Number: | 160 |
| End Page Number: | 164 |
| Publication Date: | Mar 2008 |
| Journal: | Operations Research Letters |
| Authors: | Altman Eitan, Avrachenkov Konstantin, Bonneau Nicolas, Debbab Merouane, El-Azouzi Rachid, Menasche Daniel Sadoc |
| Keywords: | stochastic processes |
We study non-cooperative constrained stochastic games in which each player controls its own Markov chain based on its own state and actions. Interactions between players occur through their costs and constraints which depend on the state and actions of all players. We provide an example from wireless communications.