MINIMAX THEOREM ON A TWO-PERSON ZERO-SUM DYNAMIC GAME

被引：0

作者：

Lai, Hang-Chin ^{[1
,2
]}

Yu, Chao-Ya ^{[1
]}

机构：

[1] Chung Yuan Christian Univ, Jhongli, Taiwan

[2] Natl Tsing Hua Univ, Hsinchu, Taiwan

来源：

JOURNAL OF NONLINEAR AND CONVEX ANALYSIS | 2012年 / 13卷 / 04期

关键词：

Minimax theorem; upper (lower) value function; saddle value function; dynamic game; METRIC STATE-SPACE; N-PERSON GAME; MARKOV GAME; STOPPED SET;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider the minimax problem on a two-person zero-sum dynamic game. We establish the total value functions of losses and gains with transition probabilities in the game system, it performs the property for minimax problem. Further we prove that the minimax theorem holds for the strategy spaces of the two-person zero-sum game if it follows a law of motion. It is also established that the saddle value function exists under certain conditions so that the equilibrium point exists in the game system.

引用

页码：709 / 720

页数：12

共 17 条

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