ON A GENERAL ZERO-SUM STOCHASTIC GAME WITH STOPPING
STRATEGY FOR ONE PLAYER AND CONTINUOUS STRATEGY FOR THE
OTHER
Abstract: In the paper a general zero-sum game with a stopping strategy for the first player
and a continuous one for the second player is considered. The author proves the existence of a
value of the game and an optimal strategy for the first player under fairly general
assumptions.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -