6533b7d6fe1ef96bd1266e11

RESEARCH PRODUCT

Convex semi-infinite games

Marco A. LópezEnriqueta Vercher

subject

TheoryofComputation_MISCELLANEOUSComputer Science::Computer Science and Game TheoryControl and OptimizationSemi-infiniteGeneralizationApplied MathematicsMinimax theoremComputingMilieux_PERSONALCOMPUTINGRegular polygonFunction (mathematics)Management Science and Operations ResearchBayesian gameConvex functionGame theoryMathematical economicsMathematics

description

This paper introduces a generalization of semi-infinite games. The pure strategies for player I involve choosing one function from an infinite family of convex functions, while the set of mixed strategies for player II is a closed convex setC inRn. The minimax theorem applies under a condition which limits the directions of recession ofC. Player II always has optimal strategies. These are shown to exist for player I also if a certain infinite system verifies the property of Farkas-Minkowski. The paper also studies certain conditions that guarantee the finiteness of the value of the game and the existence of optimal pure strategies for player I.

yearjournalcountryeditionlanguage
1986-08-01Journal of Optimization Theory and Applications
https://doi.org/10.1007/bf00939275