Stochastic games: Existence of the MinMax

The existence of the value for stochastic games with finitely many states and actions, as well as for a class of stochastic games with infinitely many states and actions, is proved in [2]. Here we use essentially the same tools to derive the existence of the minmax and maxmin for n-player stochastic games with finitely many states and actions, as well as for a corresponding class of n-person stochastic games with infinitely many states and actions.