Minimax selection theorems

existence measurability of the (lower) value measurable optimal or \(\epsilon \) -optimal strategies measurable state space minimax selection theorems two-person zero-sum game

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) 2-person games (91A05) Multistage and repeated games (91A20) Probabilistic games; gambling (91A60)

Review text

Consider a two-person zero-sum game G modelled as follows: \(G=(S,{\mathcal S},X,Y,C,r)\), where (S,\({\mathcal S})\) is a measurable state space, X and Y are action spaces for two players, \(C=\{(s,x,y):\) \(s\in S\), (s,x)\(\in A\) and (s,y)\(\in B\}\), where \(A\subset S\times X\), \(B\subset S\times Y\), and \(r: C\to R\) is the payoff function. The paper gives three different sets of sufficient assumptions on the primitive data of G for the measurability of the (lower) value, which is a function of the state variable, as well as for the existence, for either or both players, of measurable optimal or \(\epsilon\)-optimal strategies.

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