  In the paper we consider the controlled continuous-time Markov chain
describing the interacting particles system with the finite number of types.
The system is controlled by two players with the opposite purposes. The
limiting game as the number of particles tends to infinity is a zero-sum
differential game. Krasovskii--Subbotin extremal shift provides the optimal
strategy in the limiting game. The main result of the paper is the near
optimality of the Krasovskii--Subbotin extremal shift rule for the original
Markov game.
