Uniform
Value in Recursive Games
Eilon
Solan and Nicolas Vieille
The
Annals of Applied Probability, to appear.
We address the problem of existence of
the uniform value in recursive games.We give two existence results.
(i)
The uniform value is shown to exist if the state space is countable, the action
sets are finite and if, for some a>0,
there are finitely many states in which the limsup value is less than a.
(ii)
For games with non-negative payoff function, it is sufficient that the
action set of player 2 is finite. The
finiteness assumption can be further weakened.