It is general practice in various messaging protocols to keep heartbeating each other (keep sending ping packets) the packet does not need to be very large. The probing mechanism will allow you to detect the disconnected client even before TCP figures it out in general (TCP timeout is far higher) Send a probe and wait for say 5 seconds for a reply, if you do not see reply for say 2-3 subsequent probes, your player is disconnected.
Also, related question