Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs

被引:3
|
作者
Feinberg, Eugene A. [1 ]
Kasyanov, Pavlo O. [2 ]
Zgurovsky, Michael Z. [3 ]
机构
[1] SUNY Stony Brook, Dept Appl Math & Stat, Stony Brook, NY 11794 USA
[2] Natl Tech Univ Ukraine, Inst Appl Syst Anal, Igor Sikorsky Kyiv Polytech Inst, Perem Ave 37,Build 35, UA-03056 Kiev, Ukraine
[3] Natl Tech Univ Ukraine, Igor Sikorsky Kyiv Polytech Inst, Perem Ave 37,Build 1, UA-03056 Kiev, Ukraine
基金
美国国家科学基金会;
关键词
Two-person game; Set-valued mapping; Continuity of minimax; MARKOV DECISION-PROCESSES; THEOREM;
D O I
10.1007/s10479-017-2677-y
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper extends Berge's maximum theorem for possibly noncompact action sets and unbounded cost functions to minimax problems and studies applications of these extensions to two-player zero-sum games with possibly noncompact action sets and unbounded payoffs. For games with perfect information, also known under the name of turn-based games, this paper establishes continuity properties of value functions and solution multifunctions. For games with simultaneous moves, it provides results on the existence of lopsided values (the values in the asymmetric form) and solutions. This paper also establishes continuity properties of the lopsided values and solution multifunctions.
引用
收藏
页码:537 / 568
页数:32
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