This paper is concerned with nonzero-sum discrete-time stochastic games in Borel state and action spaces under the expected discounted payoff criterion.The payoff function can be unbounded.The transition probability i...This paper is concerned with nonzero-sum discrete-time stochastic games in Borel state and action spaces under the expected discounted payoff criterion.The payoff function can be unbounded.The transition probability is a convex combination of finite probability measures that are dominated by a probability measure on the state space and depend on the state variable.Under suitable conditions,the authors establish the existence of stationary almost Markov ε-equilibria and give an approximation method via some stochastic games with bounded payoffs.Finally,a production game is introduced to illustrate the applications of the main result,which generalizes the bounded payoff case.展开更多
基金supported by the National Key Research and Development Program of China under Grant No.2022YFA1004600the National Natural Science Foundation of China under Grant No.11931018+1 种基金the Guangdong Basic and Applied Basic Research Foundation under Grant No.2021A1515010057the Guangdong Province Key Laboratory of Computational Science at the Sun Yat-sen University under Grant No.2020B1212060032。
文摘This paper is concerned with nonzero-sum discrete-time stochastic games in Borel state and action spaces under the expected discounted payoff criterion.The payoff function can be unbounded.The transition probability is a convex combination of finite probability measures that are dominated by a probability measure on the state space and depend on the state variable.Under suitable conditions,the authors establish the existence of stationary almost Markov ε-equilibria and give an approximation method via some stochastic games with bounded payoffs.Finally,a production game is introduced to illustrate the applications of the main result,which generalizes the bounded payoff case.
