Uniform Value for Recursive Games with Compact Actions

Abstract

Mertens, Neyman and Rosenberg [MOR, 2009] used the Mertens and Neyman theorem [IJGT, 1981] to prove the existence of uniform value for absorbing games with finite state space and compact action sets. We provide an analogous proof for another class of stochastic games, recursive games with finite state space and compact action sets. Moreover, both players have stationary epsilon-optimal strategies.