Glicksberg's theorem
id:
glicksberg-s-theorem-235-11018242
title:
Glicksberg's theorem
text:
In the study of zero sum games, Glicksberg's theorem is a result that shows certain games have a minimax value:.
If A and B are Hausdorff compact spaces, and K is an upper semicontinuous or lower semicontinuous function on A × B , then where f and g run over Borel probability measures on A and B. The theorem is useful if f and g are interpreted as mixed strategies of two players in the context of a continuous game. If the payoff function K is upper semicontinuous, then the game has a value. The
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https://en.wikipedia.org/wiki/Glicksberg%27s_theorem
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date modified:
2023-09-11T15:01:13Z
main entity:
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