Constrained Markov Games: Nash Equilibria
نویسندگان
چکیده
In this paper we develop the theory of constrained Markov games. We consider the expected average cost as well as discounted cost. We allow diierent players to have different types of costs. We present suucient conditions for the existence of stationary Nash equilibrium. Our results are based on the theory of sensitivity analysis of mathematical programs developed by Dantzig, Folkman and Shapiro 9], which was applied to Markov Decision Processes in 3]. We further characterize all stationary Nash equilibria as xed points of some coupled Linear Programs.
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