Exact Algorithms for Solving Stochastic Games
  Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games. 
Kristoffer Arnsfelt Hansen, Michal Koucky, Niels Lauritzen, Peter Bro   Miltersen, Elias Tsigaridas
cs.GT