A class of zero-sum, two-person stochastic games is shown to have a value which can be calculated by transfinite iteration of an operator. The games considered have a countable state space, finite action spaces for each player, and a payoff sufficiently general to include classical stochastic games as well as Blackwell’s infiniteG δ games of imperfect information.
KeywordsGambling Problem Imperfect Information Operator Solution Stochastic Game Average Reward
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