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We consider a zero-sum stochastic differential game over elementary mixedfeed-back strategies. These are strategies based only on the knowledge of thepast state, randomized continuously in time from a sampling distribution whichis kept constant in between some stopping rules. Once both players choose suchstrategies, the state equation admits a unique solution in the sense of themartingale problem of Stroock and Varadhan. We show that the game defined overmartingale solutions has a value, which is the unique continuous viscositysolution of the randomized Isaacs equation.

On martingale problems with continuous-time mixing and values of zero-sum games without Isaacs condition