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.
Citation
A. Maitra. W. Sudderth. "Borel Stochastic Games with Lim Sup Payoff." Ann. Probab. 21 (2) 861 - 885, April, 1993. https://doi.org/10.1214/aop/1176989271
Information