Continuous-time constrained stochastic games with average criteria

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.