
doi: 10.1007/bf01240053
We consider two-person zero-sum stochastic games with arbitrary state and action spaces, a finitely additive law of motion and limit superior payoff function. The players use finitely additive strategies and the payoff function is evaluated in accordance with the theory of strategic measures as developed by Dubins and Savage. It is shown that such a game has a value. Moreover, when a Borel structure is imposed on the problem with the law of motion restricted to the Borel \(\sigma\)-field being countably additive, the value of the game is the same whether calculated in terms of (measurable) countably additive strategies or finitely additive ones.
Stochastic games, stochastic differential games, two-person zero-sum stochastic games, arbitrary state and action spaces, strategic measures, finitely additive strategies
Stochastic games, stochastic differential games, two-person zero-sum stochastic games, arbitrary state and action spaces, strategic measures, finitely additive strategies
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 22 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 10% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
