On finite approximation of a game solution with mixed strategies (Q749460)

The possibility of a finite approximation of the value for a general antagonistic game over the product of compact metric spaces \(Q_ 1\) and \(Q_ 2\) of pure strategies with continuous payoff function is studied. It is well known that such a game has a solution in mixed strategies. Let \(A_ 1,A_ 2\) be compact subsets of the sets \(Q_ 1,Q_ 2\) respectively, and denote by \(V(A_ 1,A_ 2)\) the value of the reduced subgame over \(A_ 1\times A_ 2\) with the same payoff function. At first, the continuity of the function V(.,.) with respect to the Hausdorff metric is proved. As a corollary (in the case of \(A_ 1,A_ 2\) being finite approximations in the Hausdorff sense of the sets \(Q_ 1,Q_ 2\) resp.) a positive answer to the problem under consideration is obtained.