Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities

Abstract

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.