  The paper is concerned with a zero-sum continuous-time stochastic
differential game with a dynamics controlled by a Markov process and a terminal
payoff. The value function of the original game is estimated using the value
function of a model game. The dynamics of the model game differs from the
original one. The general result applied to differential games yields the
approximation of value function of differential game by the solution of
countable system of ODEs.
