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On Borel Probability Measures and Noncooperative Game Theory

Author

Listed:
  • Frenk, J.B.G.
  • Kassay, G.
  • Protassov, V.

Abstract

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.

Suggested Citation

  • Frenk, J.B.G. & Kassay, G. & Protassov, V., 2002. "On Borel Probability Measures and Noncooperative Game Theory," ERIM Report Series Research in Management ERS-2002-85-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Handle: RePEc:ems:eureri:240
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    File URL: https://repub.eur.nl/pub/240/erimrs20021022153154.pdf
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    Citations

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    Cited by:

    1. Frenk, J.B.G. & Kas, P. & Kassay, G., 2004. "On linear programming duality and necessary and sufficient conditions in minimax theory," Econometric Institute Research Papers EI 2004-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Frenk, J.B.G. & Kassay, G., 2004. "Introduction to Convex and Quasiconvex Analysis," ERIM Report Series Research in Management ERS-2004-075-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    More about this item

    Keywords

    Borel measures; infinite dimensional separation; minimax theory; noncooperative game theory; weak compactness;
    All these keywords.

    JEL classification:

    • C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
    • M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics
    • M11 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Production Management
    • R4 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Transportation Economics

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