Characteristic Features of Markov Flow
Games with Linear Constraints
Institute of Information Technologies, 1113 Sofia
Abstract: The paper discusses a new class of the multi-step stochastic games Markov flow games, consisting of a set of Markov decision making processes with different, in the general case not equal to one, own values and common linear constraints, and on the other hand some models of the games theory.
It is shown that the combining of the two mathematical structures leads to a new class of games Markov flow games.
Some characteristic features of these games with constraints are presented and the possible ways of their future study.
Keywords: multi-step stochastic games, Markov flows, theory of games