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J.B.G. Frenk (Hans), G. Kassay and V. Protassov (Vladimir)

2002-10-22

On Borel Probability Measures and Noncooperative Game Theory

Publication

Publication

Report / Econometric Institute, Erasmus University Rotterdam

In this paper the well-known minimax theorems of Wald, Ville and Von Neumann are generalized under weaker topological conditions onthe payoff function ƒ and/or extended to the larger set of the Borel probabilitymeasures instead of the set of mixed strategies.

Additional Metadata
Keywords Borel measures, infinite dimensional separation, minimax theory, noncooperative game theory, weak compactness
JEL Existence and Stability Conditions of Equilibrium (jel C62), Game Theory and Bargaining Theory (jel C7), Noncooperative Games (jel C72), Business Administration and Business Economics; Marketing; Accounting (jel M), Production Management (jel M11), Transportation Systems (jel R4)
Publisher Erasmus Research Institute of Management
Persistent URL hdl.handle.net/1765/240
Series Tinbergen Institute Discussion Paper Series , ERIM Report Series Research in Management , Econometric Institute Research Papers
Journal Report / Econometric Institute, Erasmus University Rotterdam
Rights Copyright 2002, J.B.G. Frenk, G. Kassay, V. Protassov, This report in the ERIM Report Series Research in Management is intended as a means to communicate the results of recent research to academic colleagues and other interested parties. All reports are considered as preliminary and subject to possibly major revisions. This applies equally to opinions expressed, theories developed, and data used. Therefore, comments and suggestions are welcome and should be directed to the authors.
Organisation Erasmus Research Institute of Management
Citation
Frenk, H., Kassay, G., & Protassov, V. (2002). On Borel Probability Measures and Noncooperative Game Theory (No. ERS-2002-85-LIS). Report / Econometric Institute, Erasmus University Rotterdam. Retrieved from http://hdl.handle.net/1765/240
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