Continuous-time stochastic games

The talk is concerned with the continuous-time control stochastic processes in the case when the dynamics is governed by the two players with the opposite purposes. This type of problems includes stochastic differential games as well as continuous-time Markov games (control problem with the dynamics given by Markov chain).
The main result of the talk is the approximation of the upper value function of the game by the solution of another stochastic game with the different dynamics. The main application of this result is the approximation of the deterministic differential game.