On a class of large-scale cost-coupled Markov games with applications to decentralized power control

We formulate a class of large-scale cost-coupled Markov games and apply this to large population dynamic power control. We capture the interaction between the individual and the mass formed by the population, and develop decentralized power control strategies for individual users by a state aggregation technique. We further establish an /spl epsiv/-Nash equilibrium property for the decentralized control law.