The purification problems for constrained games with incomplete information
constrained gamesexistence of equilibriafixed-point theoryincomplete informationmarket gamesmeasurability theoryminimax decisionsN-person noncooperative gamesPurificationset-valued estimatorsstatistical decision problems
Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Noncooperative games (91A10) Decision theory for games (91A35) Other game-theoretic models (91A40) Applications of game theory (91A80) General equilibrium theory (91B50)
The monograph deals with N-person noncooperative games in which players' choice of strategies is restricted by some constraining relations and some parameters of the game are not known to some players. ``Purification is the procedure of replacing random strategies by payoff-equivalent pure strategies. The author presents an important purification lemma, deals with special classes of strategies, considers questions of the existence of equilibria, generally and specifically in pure strategies and, finally poses some approximation problems. The results are then applied in two separate chapters to problems of market games and statistical decision problems (minimax decisions and set-valued estimators). The book is written in a rigorous mathematical language. An appendix collects necessary tools from the areas of measure and measurability theory, (convex) analysis and fixed-point theory.
- On the existence of approximate equilibrium in pure strategies for a game with incomplete information
- Approximate Purification of Mixed Strategies
- On games with incomplete information and the Dvoretsky-Wald-Wolfowitz theorem with countable partitions
- On the approximate purification of mixed strategies in games with infinite action sets
- Purification and roulette wheels
- On games with incomplete information and the Dvoretsky-Wald-Wolfowitz theorem with countable partitions
- An infinite dimensional purification principle without saturation
- Purification and roulette wheels
- Purification and disambiguation of Ellsberg equilibria
- Approximate Purification of Mixed Strategies
- A unifying pair of Cournot-Nash equilibrium existence results
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