ZERO-SUM 2-PERSON SEMI-MARKOV GAMES

Semi-Markov games are investigated under discounted and limiting avera ge payoff criteria. The issue of the existence of the value and a pair of stationary optimal strategies are settled; the optimally equation is studied and under a natural ergodic condition the existence of a so lution to the optimally equation is proved for the limiting average ca se. Semi-Markov games provide useful flexibility in constructing recur sive game models. All the work on Markov/semi-Markov decision processe s and Markov (stochastic) games can be viewed as special cases of the developments in this paper.