Superfair Stochastic Games

A two-person zero-sum stochastic game with a nonnegative stage reward function is superfair if the value of the one-shot game at each state is at least as large as the reward function at the given state. The payoff in the game is the limit superior of the expected stage rewards taken over the directed set of all finite stop rules. If the game has countable state and action spaces and if at least one of the players has a finite action space at each state, then the game has a value. The value of the stochastic game is obtained by a transfinite algorithm on the countable ordinals.