An introduction to a class of stochastic games which arose in an attempt to find an approach to non-zero-sum games.
Bellman, Richard Ernest and J. P. Lasalle, On Non-Zero Games and Stochastic Processes. Santa Monica, CA: RAND Corporation, 1949. https://www.rand.org/pubs/research_memoranda/RM212.html. Also available in print form.
Bellman, Richard Ernest and J. P. Lasalle, On Non-Zero Games and Stochastic Processes, Santa Monica, Calif.: RAND Corporation, RM-212-PR, 1949. As of October 06, 2021: https://www.rand.org/pubs/research_memoranda/RM212.html