GAMES WITH CONTINUOUS, CONVEX PAY-OFF
RAND CORP SANTA MONICA CA
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In the normal form of a two-person, zero-sum game, as the theory has been set forth by von Neumann, there are just two moves. They are the choices of strategy, made simultaneously by each player. One player is then required to pay to the other an amount positive or negative determined by the pay-off function, which is a function only of the strategy-choices. The theory is best known at present for games in which the number of strategies available to each player is finite. This paper will explore a rather special class of games in which the strategies of one player form a compact and convex region B of finite-dimensional Euclidean space, while those of the other form an arbitrary set A.
- Numerical Mathematics