The distribution of optimal strategies in symmetric zero-sum games

DOI10.1016/J.GEB.2017.06.017MaRDI QIDQ2013377zbMATH OpenOpenAlexFDO

Authors Florian Brandl

Publication date 17 August 2017

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

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

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)

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.

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Cited in

(6)

• Non-symmetric discrete General Lotto games
• Pfaffians and strategies for integer choice games
• On the Hewitt-Savage zero one law in the strategic setup
• scientific article; zbMATH DE number 5657810 (Why is no real title available?)
• Pfaffians are Pfine
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