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Constrained absorbing continuous-time stochastic games
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AI
DOI：10.1007/s10626-026-00430-3.png)
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Abstract
En 中文
In this paper we study an N-player constrained absorbing continuous-time Markov game with a countable state space and compact action spaces. The reward / cost rates as well as the transition rates are allowed to be unbounded. Players in the game are to maximize their total expected rewards by adopting strategies which keep their total expected costs below some given constants. Such a game model with these features seemingly has not been handled in the previous literature. To solve the game, we first introduce correlated strategies to induce occupation measures. Then under usual continuity-compactness conditions, we obtain the topological properties of the occupation measures, establishing the existence of a constrained stationary Nash equilibrium in the family of all history-dependent strategies of the players when applying Kakutani-Fan-Glicksberg fixed point theorem.
Keywords:
Absorbing stochastic games
Constrained Nash equilibria
Occupation measures
Correlated strategies
Journal
D
IF:
1.6
Papers:
24
Citations:
611