Abstract
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.
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Research supported by National Science Foundation Grants DMS-8801085 and DMS-8911548.
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Maitra, A., Sudderth, W. An operator solution of stochastic games. Israel J. Math. 78, 33–49 (1992). https://doi.org/10.1007/BF02801569
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DOI: https://doi.org/10.1007/BF02801569