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LAS VEGAS --Prior to losing Game 4 of the Western Conference Final to the Dallas Stars on Thursday, the Vegas Golden Knights had been 2-for-2 in possible series-clinching games.

The Golden Knights put the Winnipeg Jets away in five games and the Edmonton Oilers in six in the opening two rounds of the Stanley Cup Playoffs, the first chance they had in each series. But they were unable to eliminate the Stars in Game 4, a 3-2 overtime loss.

But Vegas still has a 3-1 lead in the best-of-7 series and gets another opportunity to finish the job in Game 5 at T-Mobile Arena on Saturday (8 p.m. ET; ABC, ESPN+, CBC, SN, TVAS).

"There is urgency every night, and it's not like we went into last night's game not wanting to win," Golden Knights coach Bruce Cassidy said Friday. "We had two opportunities early to finish series and we did both. Last night, we lost a game in overtime, where I thought there was some good hockey, pockets of good and pockets where they were better than us. I think we were better than them at times."

Joe Pavelski scored 3:18 into overtime Thursday to keep the Stars alive. Dallas is trying to become the fifth team in NHL history to overcome a 3-0 deficit and win a best-of-7 series; the Toronto Maple Leafs did it in the 1942 Final against the Detroit Red Wings; the New York Islanders battled back in the 1975 quarterfinals against the Pittsburgh Penguins; the Philadelphia Flyers came back to defeat the Boston Bruins in the 2010 Eastern Conference Semifinals; and the Los Angeles Kings did it against the San Jose Sharks in the 2014 Western Conference First Round.

Golden Knights defenseman Alec Martinez was a member of the 2014 Kings, who defeated the Sharks and then went on to win their second Stanley Cup championship.

"I would probably rely on the experience that I've been in before, being up 3-0 and not closing a team out in that Game 4," Martinez said. "The fourth one is the hardest to get, and they're a really good team. They played a really good hockey game, and they made it extremely difficult for us to win that game. That said, we were one shot away, but in terms of experience, I think I would just rely on experience in general rather than having been on the other side of that."

Vegas has three more opportunities to win the series and advance to the Stanley Cup Final for the second time in its six-year history. The Golden Knights reached the Cup Final in their inaugural season in 2017-18 but lost to the Washington Capitals in five games.

If they're unable to end the series Saturday, the Golden Knights will have an opportunity in Game 6 in Dallas on Monday, and if necessary, Wednesday in Game 7 at home.

"In terms of an approach to the game, it's finding that balance between knowing what's at stake and also approaching it as another playoff game," Martinez said. "You're better off focusing on the process, knowing that if you play a good game, you play a good 60 [minutes], you stick to your game, the end result will take care of itself."

Stars forward Jason Robertson scored two goals in Game 4 and has four goals in the conference final after scoring twice through the first two rounds. The Stars defeated the Minnesota Wild in six games in the first round and the Seattle Kraken in seven games in the second round.

Dallas will be without captain Jamie Benn for Game 5. He will be serving the second of a two-game suspension for cross-checking Vegas forward Mark Stone in Game 3.

"He's a good player for them, he's a net-front presence, but they scored a net-front, power-play goal with Robertson there," Cassidy said. "They scored another power-play goal, and he wasn't on it, so obviously it didn't hurt them in that area. There's a physicality element where he's effective on the forecheck, but I thought the guys they put in -- I don't know much about (Stars forward Fredrik) Olofsson, but it seemed like he had a solid game -- other guys picked up the slack for him, and that's what you typically want to do for your captain."

Saturday will be the second opportunity for the Golden Knights to close out a series at home in these playoffs; they defeated the Jets in Game 5 at T-Mobile Arena and won Game 6 against the Oilers at Rogers Place in Edmonton.

"You obviously want to win it in four and you want to close it out on the road," Golden Knights goalie Adin Hill said. "But it's nice to come back and be in front of the home crowd. Playing in our building is always a great time, and I'm excited for tomorrow."