Comparative statics of mixed-strategy equilibria in noncooperative two- person games (Q794561)

It was observed by \textit{J. von Neumann} and \textit{O. Morgenstern} in their book ''Theory of games and economic behavior'' [(1953; Zbl 0053.093); for a review of the third edition (1980) see Zbl 0452.90092], especially pp. 175-176, that, raising one of the payoff entries in a zero-sum two-person 2\(\times 2\) game with totally mixed Nash equilibrium causes each player to play the associated pure strategy with lower probability. The purpose of this paper is to identify the general principle underlying von Neumann and Morgenstern's observation, and to establish its validity for zero-sum two-person games with larger payoff matrices.