DISCRETE-TIME NONSTATIONARY AVERAGE STOCHASTIC GAMES

In this paper, we study discrete-time nonstationary stochastic games with average reward criteria. The state space is denumerable and the action space of players are Borel spaces, while the transition probability and reward functions can be changed with time. Meanwhile, the reward functions are allowed to be non-uniformly bounded. Under the suitable optimality conditions, we establish the average optimality equation and prove the existence of Nash equilibria. Finally, we use a queueing system to illustrate our results. © (2023), (American Institute of Mathematical Sciences). All Rights Reserved.