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Stochastic games for distributed players on graphs

Author

Listed:
  • Ruslan K. Chornei
  • Hans Daduna
  • Pavel S. Knopov

Abstract

We introduce the concept of locally acting distributed players into sequential stochastic games with general compact state and action spaces. The state transition function for the system is of local structure as well and this results in Markov properties in space and time for the describing processes. We prove that we can reduce optimality problems for local strategies to only considering Markov strategies. We further prove the existence of optimal strategies and of a value for the game with respect to the asymptotic average reward criterion. Copyright Springer-Verlag 2004

Suggested Citation

  • Ruslan K. Chornei & Hans Daduna & Pavel S. Knopov, 2004. "Stochastic games for distributed players on graphs," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 60(2), pages 279-298, October.
    • Handle: RePEc:spr:mathme:v:60:y:2004:i:2:p:279-298
    DOI: 10.1007/s001860400374
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