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Abstract:
In this paper, we consider the continuous-time nonzero-sum constrained stochastic games with the discounted cost criteria. The state space is denumerable and the action space of each player is a general Polish space, while the transition rates and cost functions are allowed to be unbounded from below and from above. The strategies for each player may be history-dependent and randomized. Models with these features seemingly have not been handled in the previous literature. By constructing a sequence of continuous-time finite-state game models to approximate the original denumerable-state game model, we prove the existence of constrained Nash equilibria for the constrained games with denumerable states.
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APPLIED MATHEMATICS AND OPTIMIZATION
ISSN: 0095-4616
Year: 2018
Issue: 2
Volume: 77
Page: 275-296
1 . 8 9 5
JCR@2018
1 . 6 0 0
JCR@2023
ESI Discipline: MATHEMATICS;
ESI HC Threshold:68
JCR Journal Grade:1
CAS Journal Grade:3
Cited Count:
WoS CC Cited Count: 11
SCOPUS Cited Count: 13
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 0
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