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

DOI10.1007/S40505-022-00219-1MaRDI QIDQ2157284zbMATH OpenOpenAlexFDO

Authors Yuhki Hosoya, Chaowen Yu

Publication date 27 July 2022

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

Nash equilibriummixed strategyapproximate purificationconditionally atomlessuncountable action set

Mathematics Subject Classification ID

Other game-theoretic models (91A40)

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.

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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
• Purification, saturation and the exact law of large numbers
• Approximate Purification of Mixed Strategies
• scientific article; zbMATH DE number 15815 (Why is no real title available?)

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