Article ID Journal Published Year Pages File Type
1142301 Operations Research Letters 2015 6 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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