Stochastic Games with Average Cost Constraints
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.
KeywordsExpense Nash Rosen Folk
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