DISCRETE-TIME NONSTATIONARY AVERAGE STOCHASTIC GAMES

被引：0

作者：

Liu C. ^{[1
]}

Zhang Y. ^{[2
]}

Zhang W. ^{[1
,3
]}

机构：

[1] School of Mathematics and Statistics, Fuzhou University, Fuzhou

[2] School of Electronics and Information, Northwestern Polytechnical University, Xi’an

[3] Center for Applied Mathematics of Fujian Province, Fuzhou

来源：

Journal of Dynamics and Games | 2024年 / 11卷 / 03期

基金：

中国国家自然科学基金;

关键词：

average reward criteria; fixed-point; Nash equilibria; Nonstationary stochastic games;

D O I：

10.3934/JDG.2023026

中图分类号：

学科分类号：

摘要：

In this paper, we study discrete-time nonstationary stochastic games with average reward criteria. The state space is denumerable and the action space of players are Borel spaces, while the transition probability and reward functions can be changed with time. Meanwhile, the reward functions are allowed to be non-uniformly bounded. Under the suitable optimality conditions, we establish the average optimality equation and prove the existence of Nash equilibria. Finally, we use a queueing system to illustrate our results. © (2023), (American Institute of Mathematical Sciences). All Rights Reserved.

引用

页码：265 / 279

页数：14

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