BOREL STOCHASTIC GAMES WITH LIM SUP PAYOFF

• 成果类型: Article
• 署名作者: MAITRA, A; SUDDERTH, W
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989271
• 发表日期: 1993
• 页码: 861-885
• 关键词: gambling problems

摘要

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.