<inline-formula><tex-math notation='LaTeX'>$N$</tex-math></inline-formula>-Person Nonzero-Sum Games for Continuous-Time Jump Processes With Varying Discount Factors

Huang Xiangxiang; Liu Qiuli; Guo Xianping

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-Person Nonzero-Sum Games for Continuous-Time Jump Processes With Varying Discount Factors

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$N$-Person Nonzero-Sum Games for Continuous-Time Jump Processes With Varying Discount Factors

机译： $ N $ -具有可变折扣因子的连续时间跳跃过程的人非零和游戏

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摘要

This paper is concerned with the first passage discounted payoff criterion for continuous-time N-person nonzerosum stochastic games in countable states and Borel action spaces, where the discount factor is nonconstant. For the game with unbounded reward functions and transition rates, the optimality is over the set of all randomized history-dependent policies. After showing the uniqueness of the solution to the Shapley equation, we give some suitable conditions imposed on the primitive data for the existence of Nash equilibria. Then, a financial system is introduced to illustrate the applications of the main result here.

机译：本文涉及可数状态和Borel动作空间中连续时间N人非零和随机游戏的第一代折现支付准则，其中折现因子是非恒定的。对于具有无限奖励功能和过渡率的游戏，最优性超过所有随机历史相关策略的集合。在展示了Shapley方程解的唯一性之后，我们给出了适用于原始数据的Nash均衡存在条件。然后，引入一个财务系统来说明主要结果的应用。

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来源
《IEEE Transactions on Automatic Control》 |2019年第5期|2037-2044|共8页
作者
Huang Xiangxiang; Liu Qiuli; Guo Xianping;
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作者单位

Dongguan Univ Technol, Sch Comp Sci & Network Secur, Dongguan 523808, Peoples R China;

South China Normal Univ, Sch Math Sci, Guangzhou 510631, Guangdong, Peoples R China;

Sun Yat Sen Univ, Sch Math, Guangzhou 510275, Guangdong, Peoples R China|Sun Yat Sen Univ, Guangdong Prov Key Lab Computat Sci, Guangzhou 510275, Guangdong, Peoples R China;

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正文语种 eng
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关键词
N-person nonzero-sum stochastic games; Nash equilibria; state-dependent discount factors;

机译：n-person nonzero-sup aschasticals;纳什均衡;国家依赖折扣因素;

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专利

1. $N$-Person Nonzero-Sum Games for Continuous-Time Jump Processes With Varying Discount Factors [J] . Huang Xiangxiang, Liu Qiuli, Guo Xianping IEEE Transactions on Automatic Control . 2019,第5期

机译：<内联公式> $ n $ -person非零 - 和与不同折扣因子的连续时间跳转进程的和游戏
2. A 0.4-V$G_{m}$–$C$Proportional-Integrator-Based Continuous-Time$Delta [J] . Lishan Lv, Ankesh Jain, Xiong Zhou, Solid-State Circuits, IEEE Journal of . 2018,第11期

机译：0.4-V $ G_ {m} $ - $ C $ 基于比例积分器的连续时间 $ 三角洲
3. 870 000 $Q$ -Factor Capacitive Lamé Mode Resonator With Gap Closing Electrodes Enabling 4.4 k $Omega$ Equivale [J] . Elsayed Mohannad Y., Nabki Frederic IEEE Transactions on Ultrasonics, Ferroelectrics, and Frequency Control . 2019,第4期

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4. An application to the finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors [C] . Xiao Wu, Junyu Zhang World Congress on Intelligent Control and Automation . 2014

机译：可变折扣因子的离散时间马尔可夫决策过程在第一阶段模型有限逼近中的应用
5. $N$ -Player Statistical Nash Game Control: $m$ -th Cost Cumulant Optimization [O] . Chukwuemeka Aduba, Chang-Hee Won 2016

机译：<内联公式> $ n $ -player统计nash游戏控制：<内联公式> $ M $ -TH成本累积优化

$N$-Person Nonzero-Sum Games for Continuous-Time Jump Processes With Varying Discount Factors

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