Stochastic games have a value

Proc Natl Acad Sci U S A. 1982 Mar;79(6):2145-6. doi: 10.1073/pnas.79.6.2145.

Authors

J F Mertens¹, A Neyman

Affiliation

¹ Center for Operations Research and Econometrics and Department of Mathematics, Université Catholique de Louvain, Louvain-la Neuve, Belgium.

Abstract

Undiscounted nonterminating stochastic games in which the state and action spaces are finite have a value.