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Absorbing Games with Compact Action Spaces

CORE, Université Catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium
Institute of Mathematics and Center for the Study of Rationality, The Hebrew University of Jerusalem, Givat Ram, 91904 Jerusalem, Israel
Université Paris 13, CNRS, F-93 430 Villetaneuse, France, and Laboratoire d'Econométrie de l'École Polytechnique, 75005 Paris, France
jfm{at}core.ucl.ac.be
aneyman{at}math.huji.ac.il
dinah{at}math.univ-paris13.fr

We prove that games with absorbing states with compact action sets have a value.

Key Words: games; stochastic games; zero-sum; minimax; absorbing states; value
History: Received: July 2, 2007; revision received: October 27, 2008;