2,913 research outputs found
Nonzero-sum Stochastic Games
This paper treats of stochastic games. We focus on nonzero-sum games and provide a detailed survey of selected recent results. In Section 1, we consider stochastic Markov games. A correlation of strategies of the players, involving ``public signals'', is described, and a correlated equilibrium theorem proved recently by Nowak and Raghavan for discounted stochastic games with general state space is presented. We also report an extension of this result to a class of undiscounted stochastic games, satisfying some uniform ergodicity condition. Stopping games are related to stochastic Markov games. In Section 2, we describe a version of Dynkin's game related to observation of a Markov process with random assignment mechanism of states to the players. Some recent contributions of the second author in this area are reported. The paper also contains a brief overview of the theory of nonzero-sum stochastic games and stopping games which is very far from being complete.average payoff stochastic games, correlated stationary equilibria, nonzero-sum games, stopping time, stopping games
Correlated Equilibria in Competitive Staff Selection Problem
This paper deals with an extension of the concept of correlated strategies to
Markov stopping games. The Nash equilibrium approach to solving nonzero-sum
stopping games may give multiple solutions. An arbitrator can suggest to each
player the decision to be applied at each stage based on a joint distribution
over the players' decisions. This is a form of equilibrium selection. Examples
of correlated equilibria in nonzero-sum games related to the staff selection
competition in the case of two departments are given. Utilitarian, egalitarian,
republican and libertarian concepts of correlated equilibria selection are
used.Comment: The idea of this paper was presented at Game Theory and Mathematical
Economics, International Conference in Memory of Jerzy Los(1920 - 1998),
Warsaw, September 200
Full vs. no information best choice game with finite horizon
Let us consider two companies A and B. Both of them are interested in buying
a set of some goods. The company A is a big corporation and it knows the actual
value of the good on the market and is able to observe the previous values of
them. The company B has no information about the actual value of the good but
it can compare the actual position of the good on the market with the previous
position of the good offered. Both of the players want to choose the very best
object overall. The recall is not allowed. The number of the objects is fixed
and finite. One can think about these two types of buyers a business customer
vs. an individual customer. The mathematical model of the competition between
them is presented and the solution is defined and constructed.Comment: Submitted to: Stochastic Operations Research in Business and Industry
(eds. by Tadashi Dohi, Katsunori Ano and Shoji Kasahara), World Scientific
Publishe
Markov Decision Processes with Applications in Wireless Sensor Networks: A Survey
Wireless sensor networks (WSNs) consist of autonomous and resource-limited
devices. The devices cooperate to monitor one or more physical phenomena within
an area of interest. WSNs operate as stochastic systems because of randomness
in the monitored environments. For long service time and low maintenance cost,
WSNs require adaptive and robust methods to address data exchange, topology
formulation, resource and power optimization, sensing coverage and object
detection, and security challenges. In these problems, sensor nodes are to make
optimized decisions from a set of accessible strategies to achieve design
goals. This survey reviews numerous applications of the Markov decision process
(MDP) framework, a powerful decision-making tool to develop adaptive algorithms
and protocols for WSNs. Furthermore, various solution methods are discussed and
compared to serve as a guide for using MDPs in WSNs
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