LP formulation of asymmetric zero-sum stochastic games

Handle URI:
http://hdl.handle.net/10754/550509
Title:
LP formulation of asymmetric zero-sum stochastic games
Authors:
Li, Lichun; Shamma, Jeff S. ( 0000-0001-5638-9551 )
Abstract:
This paper provides an efficient linear programming (LP) formulation of asymmetric two player zero-sum stochastic games with finite horizon. In these stochastic games, only one player is informed of the state at each stage, and the transition law is only controlled by the informed player. Compared with the LP formulation of extensive stochastic games whose size grows polynomially with respect to the size of the state and the size of the uninformed player's actions, our proposed LP formulation has its size to be linear with respect to the size of the state and the size of the uninformed player, and hence greatly reduces the computational complexity. A travelling inspector problem is used to demonstrate the efficiency of the proposed LP formulation.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Publisher:
IEEE
Journal:
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference/Event name:
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Issue Date:
15-Dec-2014
DOI:
10.1109/CDC.2014.7039680
Type:
Conference Paper
Additional Links:
http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7039680
Appears in Collections:
Conference Papers; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorLi, Lichunen
dc.contributor.authorShamma, Jeff S.en
dc.date.accessioned2015-04-23T14:02:37Zen
dc.date.available2015-04-23T14:02:37Zen
dc.date.issued2014-12-15en
dc.identifier.doi10.1109/CDC.2014.7039680en
dc.identifier.urihttp://hdl.handle.net/10754/550509en
dc.description.abstractThis paper provides an efficient linear programming (LP) formulation of asymmetric two player zero-sum stochastic games with finite horizon. In these stochastic games, only one player is informed of the state at each stage, and the transition law is only controlled by the informed player. Compared with the LP formulation of extensive stochastic games whose size grows polynomially with respect to the size of the state and the size of the uninformed player's actions, our proposed LP formulation has its size to be linear with respect to the size of the state and the size of the uninformed player, and hence greatly reduces the computational complexity. A travelling inspector problem is used to demonstrate the efficiency of the proposed LP formulation.en
dc.publisherIEEEen
dc.relation.urlhttp://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7039680en
dc.rights(c) 2014 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.en
dc.titleLP formulation of asymmetric zero-sum stochastic gamesen
dc.typeConference Paperen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.identifier.journalDecision and Control (CDC), 2014 IEEE 53rd Annual Conference onen
dc.conference.date15-17 Dec. 2014en
dc.conference.nameDecision and Control (CDC), 2014 IEEE 53rd Annual Conference onen
dc.conference.locationLos Angeles, CAen
dc.eprint.versionPost-printen
dc.contributor.institutionElectrical and Computer Engineering, Georgia Institute of Technology, Atlanta, GA 30308, USAen
dc.contributor.institutionSchool of Electrical and Computer Engineering, Georgia Institute of Technologyen
kaust.authorShamma, Jeff S.en
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