On the approximate purification of mixed strategies in games with infinite action sets

DOI10.1007/S40505-022-00219-1zbMATH Open1497.91058arXiv2103.07736OpenAlexW3137278590MaRDI QIDQ2157284FDOQ2157284

Authors: Yuhki Hosoya, Chaowen Yu 

Publication date: 27 July 2022

Published in: Economic Theory Bulletin (Search for Journal in Brave)

Abstract: We consider a game in which the action set of each player is uncountable, and show that, from weak assumptions on the common prior, any mixed strategy has an approximately equivalent pure strategy. The assumption of this result can be further weakened if we consider the purification of a Nash equilibrium. Combined with the existence theorem for a Nash equilibrium, we derive an existence theorem for a pure strategy approximated Nash equilibrium under sufficiently weak assumptions. All of the pure strategies we derive in this paper can take a finite number of possible actions.

Full work available at URL: https://arxiv.org/abs/2103.07736

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zbMATH Keywords

Nash equilibriummixed strategyapproximate purificationconditionally atomlessuncountable action set

Mathematics Subject Classification ID

Other game-theoretic models (91A40)

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Cited In (9)

• On equilibrium in pure strategies in games with many players
• The purification problems for constrained games with incomplete information
• Playing with mixed strategies on infinite sets
• Strategic approximations of discontinuous games
• Purification and roulette wheels
• On the synthesis of strategies in infinite games
• Approximate Purification of Mixed Strategies
• Purification, saturation and the exact law of large numbers
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