Borel Stochastic Games with Lim Sup Payoff

Abstract

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.