Continuous-time constrained stochastic games with average criteria

被引：9

作者：

Zhang, Wenzhao ^{[1
]}

Wang, Binfu ^{[1
]}

Chen, Dewang ^{[1
,2
]}

机构：

[1] Fuzhou Univ, Coll Math & Comp Sci, Fuzhou 350108, Fujian, Peoples R China

[2] Fuzhou Univ, Acad Rail Transport, Fuzhou 350108, Fujian, Peoples R China

来源：

OPERATIONS RESEARCH LETTERS | 2018年 / 46卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Nonzero-sum game; Constrained Nash equilibria; Average criteria; Vanishing discount method; MARKOV DECISION-PROCESSES; NASH EQUILIBRIA; BOREL SPACES; TRANSITION;

D O I：

10.1016/j.orl.2017.11.006

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we consider the continuous-time nonzero-sum stochastic games under the constrained average criteria. The state space is denumerable and the action space of each player is a general Polish space. The transition rates, reward and cost functions are allowed to be unbounded. The main hypotheses in this paper include the standard drift conditions, continuity-compactness condition and some ergodicity assumptions. By applying the vanishing discount method, we obtain the existence of stationary constrained average Nash equilibria. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：109 / 115

页数：7

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