Abstract
We study two-person, zero-sum matrix games whose payoffs are not defined for every pair of strategies. A necessary and sufficient condition for these games to possess a value is given, and we show that the value can be approximated by using universally playable strategies.
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References
Sprzeuzkouski, A.,Zero-Sum Games with Incompletely Defined Payoff, Journal of Optimization Theory and Applications, Vol. 18, No. 1, 1976.
Berge, C.,Espaces Topologiques, Fonctions Multivoques, Dunod, Paris, France, 1966.
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Communicated by G. Leitmann
This work was supported by the Centre d'Etudes Nucléaires, Saclay, France.
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Sprzeuzkouski, A. Optimality in matrix games with incompletely defined payoff. J Optim Theory Appl 21, 225–233 (1977). https://doi.org/10.1007/BF00932522
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DOI: https://doi.org/10.1007/BF00932522