Separable and low-rank continuous games (Q999116)

The authors study non-zero new separable games. These are games in which player's payoff can be written as a sum of products of functions in each Mayer's strategy separately. It is proved that there exists an equilibrium in finitely supported mixed strategies. This is done by developing the concept of the rank of a continuous game, which is used for constructing bounds on the number of strategies played in equilibrium. It is shown that a continuous game has a finite rank if and only if it is separable. Finally, the authors deal with computation issues of the exact and approximate Nash equilibria.