Stochastic multiplayer games: theory and algorithms
Stochastic games provide a versatile model for reactive systems that are a'ected by random events. This dissertation advances the algorithmic theory of stochastic games to incorporate multiple players, whose objectives are not necessarily conflicting. The basis of this work is a comprehensive complexitytheoretic analysis of the standard game-theoretic solution concepts in the context of stochastic games over a finite state space. One main result is that the constrained existence of a Nash equil…
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- Full title :Stochastic multiplayer games : theory and algorithms / Michael Ummels.
Summary
Stochastic games provide a versatile model for reactive systems that are a'ected by random events. This dissertation advances the algorithmic theory of stochastic games to incorporate multiple players, whose objectives are not necessarily conflicting. The basis of this work is a comprehensive complexitytheoretic analysis of the standard game-theoretic solution concepts in the context of stochastic games over a finite state space. One main result is that the constrained existence of a Nash equilibrium becomes undecidable in this setting. This impossibility result is accompanied by several positive results, including e(cient algorithms for natural special cases.
Read More ↓Edition Statements
- Publication Date:©2010
Publication Statements
- Publisher(s):Pallas Publications - Amsterdam University Press
- Place of Publication:Amsterdam
- Language:eng
- Publication Date:©2010
The Physical Object
- Description:174 pages ; : 23 cm
Edition Identifiers
- ISBN:9789085550402, 9085550408
- oclc:on1039667060
- LC Classification:QA76.A43
Table of Contents
Preface -- 6 Contents -- 8 List of Figures -- 10 List of Tables -- 12 List of Algorithms -- 14 1 Introduction -- 16 2 Stochastic Games -- 32 3 Equilibria -- 56 4 Complexity of Equilibria -- 78 5 Decidable Fragments -- 100 6 Conclusion -- 136 Appendix A Preliminaries -- 142 Appendix B Markov Chains and Markov Decision Processes -- 150 Bibliography -- 158 Notation -- 170 Index -- 172
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