Finitely additive stochastic games with Borel measurable payoffs (Q1972574): Difference between revisions

The authors consider a zero-sum two-person stochastic game in which the state space and the action space are arbitrary, the pay-off function is bounded and Borel measurable and the transition law is assumed to be merely finitely additive. It is shown that such game has a value. The result proved in this paper is an improvement over the main result presented by the authors in their paper `Finitely additive measurable stochastic games' [Int. J. Game Theory 22, 201-223 (1993; Zbl 0789.90095)]. The proof relies heavily on the arguments presented in a paper by \textit{D. A. Martin} [J. Symb. Logic 63, 1565-1581 (1998; Zbl 0926.03071)].