Two-person zero-sum stochastic games with semicontinuous payoff (Q367428)

The authors consider a class of two-person, zero-sum, stochastic games with Borel state space, finite action sets and semicontinuous payoff; they prove that the game has a value and the second player has a subgame perfect optimal strategy. These results generalize [\textit{S. K. Sengupta}, Ann. Stat. 3, 554--558 (1975; Zbl 0316.90095)] (where the state space is metric compact) in a somehow different direction than in [\textit{A. S. Nowak}, Proc. Am. Math. Soc. 92, 418--424 (1984; Zbl 0559.90103); J. Math. Anal. Appl. 117, 84--99 (1986; Zbl 0594.90105); J. Math. Anal. Appl. 148, No. 1, 22--43 (1990; Zbl 0712.90101); \textit{U. Rieder}, Theory Decis. Libr., Ser. C 7, 161--174 (1991; Zbl 0742.90098)].