The distribution of optimal strategies in symmetric zero-sum games

DOI10.1016/J.GEB.2017.06.017zbMATH Open1393.91001arXiv1611.06845OpenAlexW2550042882MaRDI QIDQ2013377FDOQ2013377

Florian Brandl

Publication date: 17 August 2017

Published in: Games and Economic Behavior (Search for Journal in Brave)

Abstract: Given a skew-symmetric matrix, the corresponding two-player symmetric zero-sum game is defined as follows: one player, the row player, chooses a row and the other player, the column player, chooses a column. The payoff of the row player is given by the corresponding matrix entry, the column player receives the negative of the row player. A randomized strategy is optimal if it guarantees an expected payoff of at least 0 for a player independently of the strategy of the other player. We determine the probability that an optimal strategy randomizes over a given set of actions when the game is drawn from a distribution that satisfies certain regularity conditions. The regularity conditions are quite general and apply to a wide range of natural distributions.

Full work available at URL: https://arxiv.org/abs/1611.06845

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zbMATH Keywords

random gamesmaximin strategiesuniqueness of Nash equilibriasymmetric zero-sum games

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15)

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Cited In (5)

• Non-symmetric discrete General Lotto games
• On the Hewitt-Savage zero one law in the strategic setup
• Title not available (Why is that?)
• Pfaffians are Pfine
• On the optimal strategy in a random game

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