Abstract.
We prove that a two-person, zero-sum stochastic game with arbitrary state and action spaces, a finitely additive law of motion and a bounded Borel measurable payoff has a value.
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Received December 1996/Final version November 1997
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Maitra, A., Sudderth, W. Finitely additive stochastic games with Borel measurable payoffs. Game Theory 27, 257–267 (1998). https://doi.org/10.1007/s001820050071
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DOI: https://doi.org/10.1007/s001820050071