The game is intended for one player per license. If the game is available through steam you might be able to get it at a cost lower than that of a physical store copy. I buy discounted games through Steam as well as Humble Bundle Store in which Humble bundle sells games at discount and part of the money goes to charity. Many of the Humble Bundle games give you keys to activate the game on steam. They also sell sometimes DRM Free games where you can download a physical copy as well as use the steam key to activate there as well. Situations with game offerings that are DRM Free and dont require online authentication to play the game, multiple copies could be running at the same time, although your not suppose to.
One game I was very happy to get a DRM Free version of is Torchlight II, as for when I travel I like to play games while flying and bored. Most airlines I am on dont have internet and so I have to play games that are offline only. Up to that point buying online or buying a physical copy of the game, the game required logging online to play and maintain an internet connection to play it. It was really nice that they made this available for offline play.
It will probably be a long time before GTA V is available DRM Free, as for there is a loss of control in how many multiples can be running it.