Scholarlink

<p>In this paper we study an <i>N</i>-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.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Constrained absorbing continuous-time stochastic games

  • 期刊论文

  • 发表日期：

    2026年1月28日

查看全文
  • Weicheng Wang,
  • Wenbo Zeng,
  • Xianping Guo

摘要

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.