Constrained stochastic games with the average payoff criteria

被引：12
|
作者：
Wei, Qingda [1 ]
Chen, Xian [2 ]
机构：
[1] Huaqiao Univ, Sch Econ & Finance, Quanzhou 362021, Peoples R China
[2] Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China
来源：
OPERATIONS RESEARCH LETTERS | 2015年 / 43卷 / 01期
关键词：
Nonzero-sum games; Average payoff criteria; Vanishing discount approach; Constrained Nash equilibria; NASH EQUILIBRIA; MARKOV-CHAINS;
D O I：
10.1016/j.orl.2014.12.003
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 study two-person nonzero-sum constrained stochastic games under the average payoff criteria. The state space is denumerable and the action spaces of the players are Borel spaces. Under the suitable conditions, we prove the existence of a constrained stationary Nash equilibrium via the vanishing discount approach. Furthermore, we use an example to illustrate our conditions. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码：83 / 88
页数：6
相关论文
共 50 条
12345