In this paper, we consider discrete-time <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$N$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>N</mi> </math> </EquationSource> </InlineEquation>-person constrained stochastic games with discounted cost criteria. The state space is denumerable and the action space is a Borel set, while the cost functions are admitted to be unbounded from below and above. Under suitable conditions...</equationsource></equationsource></inlineequation>

We consider a two player finite state-action general sum single controller constrained stochastic game with both discounted and average cost criteria. We consider the situation where player 1 has subscription-based constraints and player 2, who controls the transition probabilities, has...

We present sharp asymptotic limit properties of the maximum of the occupation measure around intervals for a transient Brownian sheet. The corresponding multifractal analysis via packing dimension for occupation measures is also established.

This paper establishes conditions for nonparametric identification of dynamic optimization models in which agents make both discrete and continuous choices. We consider identification of both the payoff function and the distribution of unobservables. Models of this kind are prevalent in applied...

Abstract Assume that the surplus process of an insurance company is described by a general Lévy process and that possible dividend pay-outs to shareholders are restricted to random discrete times which are determined by an independent renewal process. Under this setting we show that the optimal...