Abstract
The paper introduces the model of undiscounted stochastic games augmented by side constraints on the levels of a player’s average costs. Several variants of this problem are suggested, and the special case of zero-sum games with constraints on one side is analyzed; under certain recurrence conditions, existence of the value and (non-stationary) optimal strategies are established.
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Shimkin, N. (1994). Stochastic Games with Average Cost Constraints. In: Başar, T., Haurie, A. (eds) Advances in Dynamic Games and Applications. Annals of the International Society of Dynamic Games, vol 1. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0245-5_12
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DOI: https://doi.org/10.1007/978-1-4612-0245-5_12
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6679-2
Online ISBN: 978-1-4612-0245-5
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