Constrained Markov games with transition probabilities controlled by a single player

Eitan Altman, Saswati Sarkar, Eilon Solan

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Abstract

We consider a two-players zero-sum Markov game with side constraints where only one player controls the transition probabilities. We reduce the problem to that of solving an equivalent linear program. Our approach is different than the one previously used to derive such linear programs [4, 5, 9]. We introduce a new type of constraints: the”subsciption constraints” along with standard constraints which we call”realization constraints”. We extend the results obtained in [4, 5, 9] to the case where both players have constraints.

Original languageEnglish
Title of host publicationSMCTOOLS 2007 - 1st International ICST Workshop on Tools for Solving Structured Markov Chains
EditorsPeter Buchholz, Tugrul Dayar
PublisherAssociation for Computing Machinery
ISBN (Electronic)9789639799004
StatePublished - 2007
Event1st International ICST Workshop on Tools for Solving Structured Markov Chains, SMCTOOLS 2007 - Nantes, France
Duration: 26 Oct 2007 → …

Publication series

NameACM International Conference Proceeding Series

Conference

Conference1st International ICST Workshop on Tools for Solving Structured Markov Chains, SMCTOOLS 2007
Country/TerritoryFrance
CityNantes
Period26/10/07 → …

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