Existence of nash equilibria and saddle points in infinite-dimensional spaces (Q4397402)

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scientific article; zbMATH DE number 1172230
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    Existence of nash equilibria and saddle points in infinite-dimensional spaces
    scientific article; zbMATH DE number 1172230

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      Existence of nash equilibria and saddle points in infinite-dimensional spaces (English)
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      30 September 1998
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      gamma-limits
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      Nash equilibria
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      saddle points
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      Ky Fan inequalities
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      Knaster-Kuratowski-Mazurkiewicz theorem
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      The problem of finding the so-called Nash equilibria for two-person games \((X_i,J_i)\) \((i= 1,2)\) is considered in the infinite-dimensional setting. A point \((x_1,x_2)\) is called a Nash equilibrium if \[ \begin{aligned} J_1(x_1,x_2) &\leq \inf\{J_1(x, x_2):x\in X_1\},\\ J_2(x_1,x_2) &\leq \inf\{J_2(x_1, x):x\in X_2\}.\end{aligned} \] Existence results which improve the ones obtained in the previous literature are given. As an application, the existence of saddle points of a function \(f: X\times Y\to\overline{\mathbb{R}}\), that is of points \((x_0,y_0)\) such that \[ \inf_{x\in X} \sup_{y\in Y} f(x,y)= f(x_0, y_0)= \sup_{y\in Y} \inf_{x\in X} f(x,y), \] is obtained. The main tool the author uses is the theory of \(\Gamma\)-limits which allow her to obtain a generalization of the so-called Ky Fan inequalities, and a new version of the Knaster-Kuratowski-Mazurkiewicz theorem.
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