Topological upper limits of mixed Nash equilibria (Q2464018)

Given an \(n\)-person non-cooperative game, with \(n\geq 2\), where the strategy sets \(S_{1}\), ..., \(S_{n},\) are non-empty, compact Polish spaces and player \(i\)'s (\(i=1,...,n\)) payoff function \(u_{i}\) lies in \(C(S_{1}\times ...\times S_{n},\mathbb{R})\), let \(MNE(u)\) be the set of mixed-strategy Nash equilibria, where \(u=(u_{1},...,u_{n}).\) It is shown that \(MNE(u)\) is a non-empty compact subset of \(P(S_{1})\times ...\times P(S_{n})\) and that if \(u^{k}\rightarrow u\) in \(C(S_{1}\times ...\times S_{n},\mathbb{R})^{n}\) as \(k\rightarrow \infty \), then \(\lim \sup_{k\rightarrow \infty}MNE(u^{k})\subseteq MNE(u)\).