Zero-sum average payoff stochastic games with general state space (Q1338974)

In a two-person zero-sum stochastic game the state space and the action spaces are assumed to be Borel spaces. Other usual compactness and semi- continuity properties are assumed. The main results concern the average payoff model, but associated \(\beta\)-discounted games are considered too. Denote by \(v_\beta(s)\) the value of the \(\beta\)-discounted stochastic game starting at the state \(s\). One proves that, if \(v_\beta(s)- \inf v_\beta(s)\leq K\) for all \(s\) and \(\beta\in (0, 1)\) and for some positive constant \(K\), then the undiscounted game has a value which is independent of the initial state and both players possess optimal stationary strategies.