Abstract
In this paper, we consider positive stochastic games, when the state and action spaces are all infinite. We prove that, under certain conditions, the positive stochastic game has a value and that the maximizing player has an ε-optimal stationary strategy and the minimizing player has an optimal stationary strategy.
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Communicated by D. R. Fulkerson
The authors are grateful to Professor David Blackwell and the referee for some useful comments.
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Maitra, A., Parthasarathy, T. On stochastic games, II. J Optim Theory Appl 8, 154–160 (1971). https://doi.org/10.1007/BF00928474
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DOI: https://doi.org/10.1007/BF00928474