scientific article; zbMATH DE number 18887
[For the entire collection see Zbl 0731.00033.] Two-person zero-sum stochastic stopping games with a finite number of states are considered. One of the players (II) has an infinite (countable) number of choices. Players may randomize their choices (use mixed actions), but player II's strategies have a finite support uniformly at all stages in all states. Play proceeds in stages by moving from one state to another, or stopping with a probability depended on the players' choices. The game value is proved to be equal to the limit of values of stochastic games with a finite number \((n)\) of choices, \(n\to\infty\). It implies the existence of player I's optimal stationary strategy and player II's near optimal stationary strategy. A necessary and sufficient condition for player II to possess optimal stationary strategies is given. The authors also show that the Shapley equation for semi-infinite games may have more than one solution and that the game value is a maximum of these solutions. Some more properties of the players' optimal strategies are proved.
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- scientific article; zbMATH DE number 5825965 (Why is no real title available?)
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