Open Access
April, 1993 Borel Stochastic Games with Lim Sup Payoff
A. Maitra, W. Sudderth
Ann. Probab. 21(2): 861-885 (April, 1993). DOI: 10.1214/aop/1176989271


We consider two-person zero-sum stochastic games with limit superior payoff function and Borel measurable state and action spaces. The games are shown to have a value and the value function is calculated by transfinite iteration of an operator and proved to be upper analytic. The paper extends results of our earlier article [17] in which the same class of games was considered for countable state spaces and finite action sets.


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A. Maitra. W. Sudderth. "Borel Stochastic Games with Lim Sup Payoff." Ann. Probab. 21 (2) 861 - 885, April, 1993.


Published: April, 1993
First available in Project Euclid: 19 April 2007

zbMATH: 0803.90142
MathSciNet: MR1217569
Digital Object Identifier: 10.1214/aop/1176989271

Primary: 90D15
Secondary: 03D70 , 60G40

Keywords: Borel sets , inductive definability , Stochastic games

Rights: Copyright © 1993 Institute of Mathematical Statistics

Vol.21 • No. 2 • April, 1993
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