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In stochastic games with stage duration h, players act at times h, 2h, 3h,..., and the payoff and leaving probabilities are proportional to h. When htends to 0, such games approximate games in continuous time. The behavior ofthe values when h tends to 0 was already studied in the case of stochasticgames with perfect observation of the state. We consider the same question forthe case of state-blind stochastic games. Our main result states that the valueof any state-blind stochastic game with stage duration h converges as h tendsto 0 to a unique viscosity solution of a partial differential equation.

Zero-Sum State-Blind Stochastic Games with Vanishing Stage Duration