An operator solution of stochastic games

A class of zero-sum, two-person stochastic games is shown to have a value which can be calculated by transfinite iteration of an operator. The games considered have a countable state space, finite action spaces for each player, and a payoff sufficiently general to include classical stochastic games as well as Blackwell’s infiniteG _δ games of imperfect information. Research supported by National Science Foundation Grants DMS-8801085 and DMS-8911548.