Positive zero-sum stochastic games with countable state and action spaces (Q2198159)

This paper deals with a positive zero-sum stochastic game with countable state and action spaces. In order to obtain conditions for the existence of the value, transfinite algorithms are constructed that output the upper value and the lower value of the game. If at every state at least one player has a finite action set, then the algorithms for the upper and lower values give the same answer. Therefore in this case, the game has a value. Further, in this case, player 2 has arbitrarily good Markov strategies. If the action set for player 2 is finite at every state, then the algorithm for the value simplifies and becomes the limit of the sequence of values of the \(n\)-stage games. In this simpler case, player 2 has an optimal stationary strategy.