Abstract
The existence of the value for stochastic games with finitely many states and actions, as well as for a class of stochastic games with infinitely many states and actions, is proved in [2]. Here we use essentially the same tools to derive the existence of the minmax and maxmin for n-player stochastic games with finitely many states and actions, as well as for a corresponding class of n-person stochastic games with infinitely many states and actions.
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Neyman, A. (2003). Stochastic Games: Existence of the Minmax. In: Neyman, A., Sorin, S. (eds) Stochastic Games and Applications. NATO Science Series, vol 570. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0189-2_11
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DOI: https://doi.org/10.1007/978-94-010-0189-2_11
Publisher Name: Springer, Dordrecht
Print ISBN: 978-1-4020-1493-2
Online ISBN: 978-94-010-0189-2
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