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.
@article{1176989271,
author = {Maitra, A. and Sudderth, W.},
title = {Borel Stochastic Games with Lim Sup Payoff},
journal = {Ann. Probab.},
volume = {21},
number = {4},
year = {1993},
pages = { 861-885},
language = {en},
url = {http://dml.mathdoc.fr/item/1176989271}
}
Maitra, A.; Sudderth, W. Borel Stochastic Games with Lim Sup Payoff. Ann. Probab., Tome 21 (1993) no. 4, pp. 861-885. http://gdmltest.u-ga.fr/item/1176989271/