We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In contrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value...

We prove the existence of Blackwell epsilon-optimal strategies in finite Markov Decision Processes with partial observation.

We consider an example of a Markov game with lack of information on one side, that was first introduced by Renault (2002). We compute both the value and optimal strategies for a range of parameter values.