Stationary Almost Markov ε-Equilibria for Discounted Stochastic Games with Borel Spaces and Unbounded Payoffs  

作　　者：WU Yiting ZHANG Junyu HUANG Song 

机构地区：[1]School of Mathematics,Sun Yat-Sen University,Guangzhou 510275,China [2]School of Software and Microelectronics,Peking University,Beijing 100871,China

出　　处：《Journal of Systems Science & Complexity》2024年第4期1672-1684,共13页系统科学与复杂性学报（英文版）

基　　金：supported by the National Key Research and Development Program of China under Grant No.2022YFA1004600;the National Natural Science Foundation of China under Grant No.11931018;the Guangdong Basic and Applied Basic Research Foundation under Grant No.2021A1515010057;the Guangdong Province Key Laboratory of Computational Science at the Sun Yat-sen University under Grant No.2020B1212060032。

摘　　要：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.

关 键 词：Almost Markovε-equilibrium Borel state space expected discounted payoff criterion nonzero-sum stochastic games unbounded payoffs 

分 类 号：O211.62[理学—概率论与数理统计]