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SIAM Journal on Control and Optimization, Vol.45, No.3, 773-789, 2006
Zero-sum ergodic stochastic games with Feller transition probabilities
We consider zero-sum stochastic games with Borel state spaces satisfying a generalized geometric ergodicity condition. The main objective of this paper is to establish a minimax theorem for a class of ergodic stochastic games with the Feller transition probability function. All previous results on ergodic stochastic games are based on a strong continuity of the transition probabilities in the actions of the players.
Keywords:discrete-time zero-sum stochastic games;Borel state space;average optimal strategies;optimality equation