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

共 50 条

[41] The average search probabilities of discrete-time quantum walks
Zhan, Hanmeng
QUANTUM INFORMATION PROCESSING, 2022, 21 (09)
[42] Stochastic orderings of discrete-time processes and discrete record values
Belzunce, Felix
Ortega, Eva-Maria
Ruiz, Jose M.
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2006, 20 (03) : 447 - 464
[43] DECOMPOSITION OF NONLINEAR DISCRETE-TIME STOCHASTIC SYSTEMS
韩崇昭
Acta Mathematica Scientia, 1985, (04) : 399 - 413
[44] MINIMAX CONTROL OF DISCRETE-TIME STOCHASTIC SYSTEMS
Gonzalez-Trejo, J. I.
Hernandez-Lerma, O.
Hoyos-Reyes, L. F.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2003, 41 (05) : 1626 - 1659
[45] A discrete-time stochastic model of job matching
Smith, TE
Zenou, Y
REVIEW OF ECONOMIC DYNAMICS, 2003, 6 (01) : 54 - 79
[46] Identification and Control of Discrete-time Stochastic Systems
Li, Yong-zhi'
Gong, Miao-kun
Ruan, Rong-yao
PROCEEDINGS OF THE 2009 CHINESE CONFERENCE ON PATTERN RECOGNITION AND THE FIRST CJK JOINT WORKSHOP ON PATTERN RECOGNITION, VOLS 1 AND 2, 2009, : 171 - +
[47] A learning algorithm for discrete-time stochastic control
Borkar, VS
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2000, 14 (02) : 243 - 258
[48] A discrete-time stochastic learning control algorithm
Saab, SS
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2001, 46 (06) : 877 - 887
[49] Contraction Analysis of Discrete-Time Stochastic Systems
Kawano, Yu
Hosoe, Yohei
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2024, 69 (02) : 982 - 997
[50] Discrete-time simulation of Stochastic Volterra equations
Richard, Alexandre
Tan, Xiaolu
Yang, Fan
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 141 : 109 - 138

← 1 2 3 4 5 →